Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 3, pp. 287-298
Citer cet article
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/
@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
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.
