On one-dimensional diffusion processes living in a bounded space interval

DOI10.4064/AP-57-1-13-19MaRDI QIDQ4020364zbMATH OpenOpenAlexFDO

Authors Anna Milian

Publication date 16 January 1993

Published in Annales Polonici Mathematici (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/ap-57-1-13-19

zbMATH Keywords

Itô equationpathwise uniquenessstrong solutiontime-dependent boundaries

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Cited in

(6)

• Classification of killed one-dimensional diffusions.
• One-dimensional diffusion processes in half-bounded domains with reflection and a possible jump-like exit from a moving boundary
• On a sufficient condition for a diffusion process will never reach boundaries of some interval
• On a construction of a space-time diffusion process with boundary condition
• scientific article; zbMATH DE number 1129546 (Why is no real title available?)
• OPTIMAL CONTROL OF GENETIC DIVERSITY IN THE MORAN MODEL WITH POPULATION GROWTH

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