Partially Reflected Diffusion
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Publication:3507491
DOI10.1137/060663258zbMath1141.60044arXivmath-ph/0606043OpenAlexW2081316063WikidataQ58052176 ScholiaQ58052176MaRDI QIDQ3507491
Andrei Osipov, Amit Singer, David Holcman, Zeev Schuss
Publication date: 19 June 2008
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math-ph/0606043
stochastic differential equationsMarkovian jump processreactive boundary conditionWiener-Hopf boundary layer equation
Path integrals in quantum mechanics (81S40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Boundary theory for Markov processes (60J50)
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