Geodesic
Stochastic Equations for Diffusion Processes in a Bounded Region
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 3, pp. 287-298 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

In this paper an equation is derived for diffusion processes with a reflecting boundary; it is proved that the solution to this equation exists and is unique. 
@article{TVP_1961_6_3_a2,
     author = {A. V. Skorokhod},
     title = {Stochastic {Equations} for {Diffusion} {Processes} in a {Bounded} {Region}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {287--298},
     year = {1961},
     volume = {6},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1961_6_3_a2/}
}
TY  - JOUR
AU  - A. V. Skorokhod
TI  - Stochastic Equations for Diffusion Processes in a Bounded Region
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1961
SP  - 287
EP  - 298
VL  - 6
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/TVP_1961_6_3_a2/
LA  - ru
ID  - TVP_1961_6_3_a2
ER  - 
%0 Journal Article
%A A. V. Skorokhod
%T Stochastic Equations for Diffusion Processes in a Bounded Region
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1961
%P 287-298
%V 6
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1961_6_3_a2/
%G ru
%F TVP_1961_6_3_a2
A. V. Skorokhod. Stochastic Equations for Diffusion Processes in a Bounded Region. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 3, pp. 287-298. http://geodesic.mathdoc.fr/item/TVP_1961_6_3_a2/