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Teoriya Veroyatnostei i ee Primeneniya, 1962, Volume 7, Issue 1, Pages 5–25
(Mi tvp4697)
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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
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
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
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Abstract page: | 327 | Full-text PDF : | 202 |
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