Symmetry conditions on the transition pdf of one dimensional time-homogeneous diffusion processes with natural boundaries are used to determine transition pdf’s in the presence of reflecting boundaries. Several examples of interest for applications are discussed.
On the transition densities of diffusion processes with reflecting boundaries / V., Giorno; A. G., Nobile; Ricciardi, LUIGI MARIA. - STAMPA. - (1990), pp. 383-390.
On the transition densities of diffusion processes with reflecting boundaries
RICCIARDI, LUIGI MARIA
1990
Abstract
Symmetry conditions on the transition pdf of one dimensional time-homogeneous diffusion processes with natural boundaries are used to determine transition pdf’s in the presence of reflecting boundaries. Several examples of interest for applications are discussed.File in questo prodotto:
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