One-dimensional model of the diffusion process with a membrane that is described by the Feller-Wentzel conjugation condition

P. P. Kononchuk
Theory of Stochastic Processes
Vol.17 (33), no.1, 2011, pp.61-69
An integral representation of the operator semigroup that corresponds to the most general nonbreaking Feller process on a line that is pasted from two diffusion processes is constructed, by using analytical methods.