Geodesic
Stochastic Equations for Diffusion Processes in a Bounded Region
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 3, pp. 287-298

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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. 
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     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},
     publisher = {mathdoc},
     volume = {6},
     number = {3},
     year = {1961},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1961_6_3_a2/}
}
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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/