Geodesic
Diffusion Processes with a~Weakly Absorbing Boundary
Teoriâ veroâtnostej i ee primeneniâ, Tome 9 (1964) no. 2, pp. 283-292

Voir la notice de l'article provenant de la source Math-Net.Ru

The paper discusses homogeneous diffusion processes on $[{0,\infty})$ whose behavior on the boundary $x=0$ is determined by condition (1), where the parameter $\varepsilon$ characterizes the intensity of absorption of the process on the boundary. The limiting behavior of the distribution of the duration of the process, as $\varepsilon \to 0$, is examined. 
@article{TVP_1964_9_2_a6,
     author = {P. Mandl},
     title = {Diffusion {Processes} with {a~Weakly} {Absorbing} {Boundary}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {283--292},
     publisher = {mathdoc},
     volume = {9},
     number = {2},
     year = {1964},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1964_9_2_a6/}
}
TY  - JOUR
AU  - P. Mandl
TI  - Diffusion Processes with a~Weakly Absorbing Boundary
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1964
SP  - 283
EP  - 292
VL  - 9
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1964_9_2_a6/
LA  - ru
ID  - TVP_1964_9_2_a6
ER  - 
%0 Journal Article
%A P. Mandl
%T Diffusion Processes with a~Weakly Absorbing Boundary
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1964
%P 283-292
%V 9
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1964_9_2_a6/
%G ru
%F TVP_1964_9_2_a6
P. Mandl. Diffusion Processes with a~Weakly Absorbing Boundary. Teoriâ veroâtnostej i ee primeneniâ, Tome 9 (1964) no. 2, pp. 283-292. http://geodesic.mathdoc.fr/item/TVP_1964_9_2_a6/