Transition probability density of a certain diffusion process concentrated on a finite spatial interval

DOI10.2307/3214570MaRDI QIDQ4018326zbMATH OpenOpenAlexFDO

Authors Anna Milian

Publication date 16 January 1993

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

Full work available at URL https://doi.org/10.2307/3214570

zbMATH Keywords

existence and uniqueness of strong solutionsfluctuating environmentone-dimensional diffusionstime-dependent boundariestransition probability density

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Population dynamics (general) (92D25)

Recommendations

• scientific article; zbMATH DE number 224053
• Asymptotic properties of the norm of the extremum of a sequence of normal random functions
• Explicit form of approximate transition probability density functions of diffusion processes
• Positive densities of transition probabilities of diffusion processes
• Bounds for the transition density of time-homogeneous diffusion processes
• scientific article; zbMATH DE number 2213959
• Transition probabilities for some ‘special' diffusions
• Transition density of one-dimensional diffusion with discontinuous drift
• TRANSITION PROBABILITY OF A CERTAIN STOCHASTIC PROCESS

Cited in

(5)

• scientific article; zbMATH DE number 4104122 (Why is no real title available?)
• scientific article; zbMATH DE number 166784 (Why is no real title available?)
• Explicit form of approximate transition probability density functions of diffusion processes
• scientific article; zbMATH DE number 224053 (Why is no real title available?)
• Spectral representation of transition density of Fisher–Snedecor diffusion

This page was built for publication: Transition probability density of a certain diffusion process concentrated on a finite spatial interval

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4018326)