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Teoriya Veroyatnostei i ee Primeneniya, 1961, Volume 6, Issue 3, Pages 287–298 (Mi tvp4782)  
This article is cited in 268 scientific papers (total in 268 papers)

Stochastic Equations for Diffusion Processes in a Bounded Region

A. V. Skorokhod

Kiev
Full-text PDF (1262 kB) Citations (268)
Abstract: In this paper an equation is derived for diffusion processes with a reflecting boundary; it is proved that the solution to this equation exists and is unique.
Received: 15.09.1959
English version:
Theory of Probability and its Applications, 1961, Volume 6, Issue 3, Pages 264–274
DOI: https://doi.org/10.1137/1106035
Document Type: Article
Language: Russian
Citation: A. V. Skorokhod, “Stochastic Equations for Diffusion Processes in a Bounded Region”, Teor. Veroyatnost. i Primenen., 6:3 (1961), 287–298; Theory Probab. Appl., 6:3 (1961), 264–274
Citation in format AMSBIB
\Bibitem{Sko61}
\by A.~V.~Skorokhod
\paper Stochastic Equations for Diffusion Processes in a Bounded Region
\jour Teor. Veroyatnost. i Primenen.
\yr 1961
\vol 6
\issue 3
\pages 287--298
\mathnet{http://mi.mathnet.ru/tvp4782}
\transl
\jour Theory Probab. Appl.
\yr 1961
\vol 6
\issue 3
\pages 264--274
\crossref{https://doi.org/10.1137/1106035}
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  • https://www.mathnet.ru/eng/tvp/v6/i3/p287
    • This publication is cited in the following 268 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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