DOI10.1016/0047-259X(86)90024-2zbMath0608.60073MaRDI QIDQ1085897
B. George
Publication date: 1986 Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
zbMATH Keywords
reflection; hitting a point; Wentzell-type boundary conditions
Mathematics Subject Classification ID
60J65: Brownian motion
60J60: Diffusion processes