Rarefaction of moving diffusion particles

DOI10.1007/S11253-005-0108-8zbMath1075.60066OpenAlexW1993037480MaRDI QIDQ5693768

A. B. Roitman, Vitalii A. Gasanenko

Publication date: 28 September 2005

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-005-0108-8

zbMATH Keywords

stochastic differential equationPoisson measureparabolic type boundary-value problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion (76R50) PDEs with randomness, stochastic partial differential equations (35R60) Boundary theory for Markov processes (60J50)

Related Items (1)

Limit theorems for number of diffusion processes, which did not absorb by boundaries

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