Aryasova O. A Wiener process on a plane with semipermeable membranes that are situated on two intersecting straight lines

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0400U002364

Thesis Registration Form

0400U002364.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

19-09-2000

Specialized Academic Board

Д 26.206.02

The Institute of Mathematics of NASU

Essay

A models of diffusion on a plane with membranes on two intersecting staight lines is constructed. When constructing the process by analytic method the Volterra type equation arises. The method of seccessive approximations is unusual for this equation. When applying the probabilistic method we construct the process as a skew product of two random processes: modulus and phase. It is proved that the semigroup of operators corresponding to the process constructed is a solution of a parabolic boundary problem.

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