Classification of the boundaries for the diffusion on an open interval
type: Item
instance of: scholarly article
title: Classification of the boundaries for the diffusion on an open interval
zbMATH Open document ID: 0732.60083
DOI: 10.1007/BF01058544
published in: Ukrainian Mathematical Journal
publication date: 1991-01-01T00:00:00Z
review text: A new classification of natural boundaries which describes the behaviour of a diffusion process near such a boundary is introduced. Analytical and probabilistic properties of this classification are investigated. Furthermore, a comparison with known classifications is given.
Mathematics Subject Classification ID: 60J50
zbMATH DE Number: 4211214
zbMATH Keywords: boundary theory
zbMATH Keywords: one-dimensional diffusions
zbMATH Keywords: classification of boundaries
author: Jörg-Uwe Löbus
MaRDI profile type: Publication
cites work: Q5332526
cites work: Q5570526
full work available at URL: https://doi.org/10.1007/bf01058544
OpenAlex ID: W1968121387
description: scientific article; zbMATH DE number 4211214