A peculiar two point boundary value problem
From MaRDI portal
Publication:2456023
DOI10.1214/009117906000000818zbMath1208.60079arXiv0710.2396OpenAlexW3102931484MaRDI QIDQ2456023
Hua-Dong Pang, Daniel W. Stroock
Publication date: 17 October 2007
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.2396
Initial-boundary value problems for second-order parabolic equations (35K20) Diffusion processes (60J60)
Related Items (5)
Sticky Brownian motions and a probabilistic solution to a two-point boundary value problem ⋮ On bivariate distributions of the local time of Itô-McKean diffusions ⋮ A probabilistic solution to the Stroock-Williams equation ⋮ A highly unstable initial value boundary value problem ⋮ A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation
Cites Work
This page was built for publication: A peculiar two point boundary value problem