This article is cited in 60 papers

Stochastic Equations for Diffusion Processes in a Bounded Region. II

A. V. Skorokhod

Kiev

Abstract: The first part of this paper was published in this journal, 1961, № 3. Here an equation is derived for diffusion processes with a reflecting boundary it is proved that the solution of this equation exists and is unique.

Received: 15.09.1959

 English version: Theory of Probability and its Applications, 1962, 7:1, 3–23