A diffusion model with loss of particles

DOI10.2307/1427456MaRDI QIDQ3482665zbMATH OpenOpenAlexFDO

Authors George A. Sandison, L. Papiez

Publication date 1990

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427456

zbMATH Keywords

diffusion with annihilationevolution semigroupsOrnstein-Uhlenbeck bridgeWiener measure

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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