Classification of the boundaries for the diffusion on an open interval (Q808538)
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scientific article; zbMATH DE number 4211214
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| English | Classification of the boundaries for the diffusion on an open interval |
scientific article; zbMATH DE number 4211214 |
Statements
Classification of the boundaries for the diffusion on an open interval (English)
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1991
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A new classification of natural boundaries which describes the behaviour of a diffusion process near such a boundary is introduced. Analytical and probabilistic properties of this classification are investigated. Furthermore, a comparison with known classifications is given.
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boundary theory
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one-dimensional diffusions
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classification of boundaries
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0.8457459211349487
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0.7892013788223267
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0.7034105658531189
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0.7017967700958252
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