Geodesic
Stochastic Equations for Diffusion Processes in a Bounded Region.~II
Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 1, pp. 5-25

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The first part of this paper was published in this journal, 1961, № 3. Here an equation is derived for diffusion processes with a reflecting boundary it is proved that the solution of this equation exists and is unique. 
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     author = {A. V. Skorokhod},
     title = {Stochastic {Equations} for {Diffusion} {Processes} in a {Bounded} {Region.~II}},
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A. V. Skorokhod. Stochastic Equations for Diffusion Processes in a Bounded Region.~II. Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 1, pp. 5-25. http://geodesic.mathdoc.fr/item/TVP_1962_7_1_a1/