Transition probability density of a certain diffusion process concentrated on a finite spatial interval

DOI10.2307/3214570zbMath0758.60081OpenAlexW2329605601MaRDI QIDQ4018326

Anna Milian

Publication date: 16 January 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214570

zbMATH Keywords

one-dimensional diffusionsfluctuating environmenttransition probability densitytime-dependent boundariesexistence and uniqueness of strong solutions

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Transition functions, generators and resolvents (60J35)

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