Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 1, pp. 5-25
Citer cet article
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/
@article{TVP_1962_7_1_a1,
author = {A. V. Skorokhod},
title = {Stochastic {Equations} for {Diffusion} {Processes} in a {Bounded} {Region.~II}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {5--25},
year = {1962},
volume = {7},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1962_7_1_a1/}
}
TY - JOUR
AU - A. V. Skorokhod
TI - Stochastic Equations for Diffusion Processes in a Bounded Region. II
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1962
SP - 5
EP - 25
VL - 7
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1962_7_1_a1/
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%J Teoriâ veroâtnostej i ee primeneniâ
%D 1962
%P 5-25
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%U http://geodesic.mathdoc.fr/item/TVP_1962_7_1_a1/
%G ru
%F TVP_1962_7_1_a1
The first part of this paper was published in this journal, 1961, No 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.
