Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition

DOI10.1007/s10955-021-02777-3zbMath1470.60222OpenAlexW3170841435MaRDI QIDQ2034635

Amelia G. Nobile, Virginia Giorno

Publication date: 22 June 2021

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-021-02777-3

zbMATH Keywords

transient distributionsfirst-passage time densitiesperiodic intensity functions

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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