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JOURNALS
// Teoriya Veroyatnostei i ee Primeneniya
// Archive
Teor. Veroyatnost. i Primenen.,
1961
Volume 6,
Issue 3,
Pages
287–298
(Mi tvp4782)
This article is cited in
301
papers
Stochastic Equations for Diffusion Processes in a Bounded Region
A. V. Skorokhod
Kiev
Abstract:
In this paper an equation is derived for diffusion processes with a reflecting boundary; it is proved that the solution to this equation exists and is unique.
Received:
15.09.1959
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English version:
Theory of Probability and its Applications, 1961,
6
:3,
264–274
©
Steklov Math. Inst. of RAS
, 2026
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