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Teoriya Veroyatnostei i ee Primeneniya, 1962, Volume 7, Issue 1, Pages 5–25 (Mi tvp4697)  
This article is cited in 54 scientific papers (total in 54 papers)

Stochastic Equations for Diffusion Processes in a Bounded Region. II

A. V. Skorokhod

Kiev
Full-text PDF (1648 kB) Citations (54)
Abstract: The first part of this paper was published in this journal, 1961, № 3. Here an equation is derived for diffusion processes with a reflecting boundary it is proved that the solution of this equation exists and is unique.
Received: 15.09.1959
English version:
Theory of Probability and its Applications, 1962, Volume 7, Issue 1, Pages 3–23
DOI: https://doi.org/10.1137/1107002
Document Type: Article
Language: Russian
Citation: A. V. Skorokhod, “Stochastic Equations for Diffusion Processes in a Bounded Region. II”, Teor. Veroyatnost. i Primenen., 7:1 (1962), 5–25; Theory Probab. Appl., 7:1 (1962), 3–23
Citation in format AMSBIB
\Bibitem{Sko62}
\by A.~V.~Skorokhod
\paper Stochastic Equations for Diffusion Processes in a Bounded Region.~II
\jour Teor. Veroyatnost. i Primenen.
\yr 1962
\vol 7
\issue 1
\pages 5--25
\mathnet{http://mi.mathnet.ru/tvp4697}
\transl
\jour Theory Probab. Appl.
\yr 1962
\vol 7
\issue 1
\pages 3--23
\crossref{https://doi.org/10.1137/1107002}
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  • https://www.mathnet.ru/eng/tvp/v7/i1/p5
    • This publication is cited in the following 54 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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