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Teoriya Veroyatnostei i ee Primeneniya, 1961, Volume 6, Issue 3, Pages 287–298
(Mi tvp4782)
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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
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
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
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https://www.mathnet.ru/eng/tvp4782 https://www.mathnet.ru/eng/tvp/v6/i3/p287
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