Transition probability density function of a certain diffusion process concentrated on a half line

A Milian

Applicationes Mathematicae (1991)

  • Volume: 21, Issue: 4, page 481-490
  • ISSN: 1233-7234

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Milian, A. "Transition probability density function of a certain diffusion process concentrated on a half line." Applicationes Mathematicae 21.4 (1991): 481-490. <http://eudml.org/doc/263459>.

@article{Milian1991,
author = {Milian, A},
journal = {Applicationes Mathematicae},
keywords = {time-dependent boundaries; Itô equation; Fokker-Planck equation},
language = {eng},
number = {4},
pages = {481-490},
title = {Transition probability density function of a certain diffusion process concentrated on a half line},
url = {http://eudml.org/doc/263459},
volume = {21},
year = {1991},
}

TY - JOUR
AU - Milian, A
TI - Transition probability density function of a certain diffusion process concentrated on a half line
JO - Applicationes Mathematicae
PY - 1991
VL - 21
IS - 4
SP - 481
EP - 490
LA - eng
KW - time-dependent boundaries; Itô equation; Fokker-Planck equation
UR - http://eudml.org/doc/263459
ER -

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