On the densities of certain bounded diffusion processes
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Cited in
(22)- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary
- Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra
- On a time-inhomogeneous diffusion process with discontinuous drift
- Corrigendum to: ``Gauss-Markov processes in the presence of a reflecting boundary and applications in neuronal models
- Bounds for the transition density of time-homogeneous diffusion processes
- Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process
- On Some Diffusion Processes with Stationary Distributions
- The density of bounded diffusions
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- Joint densities of first hitting times of a diffusion process through two time-dependent boundaries
- On a bilateral birth-death process with alternating rates
- Exact solutions for the probability density of various conditioned processes with an entrance boundary
- Comparison of two models of tethered motion
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