On one-dimensional diffusion processes living in a bounded space interval

DOI10.4064/ap-57-1-13-19zbMath0777.60057OpenAlexW958993567MaRDI QIDQ4020364

Anna Milian

Publication date: 16 January 1993

Published in: Annales Polonici Mathematici (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/ap-57-1-13-19

zbMATH Keywords

strong solutionpathwise uniquenessItô equationtime-dependent boundaries

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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OPTIMAL CONTROL OF GENETIC DIVERSITY IN THE MORAN MODEL WITH POPULATION GROWTH

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