Limit theorems for rarefaction of a set of diffusion processes by boundaries

MaRDI QIDQ5430633zbMATH OpenFDO

Authors Aniello Fedullo, Vitalii A. Gasanenko

Publication date 16 December 2007

Full work available at URL https://arxiv.org/abs/math/0407411

zbMATH Keywords

eigenvalue problemgenerating functionsolution of parabolic equationstochastic differential equation

Mathematics Subject Classification ID

Diffusion processes (60J60)

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