In this paper we determine a system of integraI equations that allows one to express the transition pdf in the presence of a reflecting boundary for a time-non-homogeneous diffusion process in terms of the free transition pdf and of the probability current of the considered process
Computational Problems in Biological Modeling (Extended Abstract)
GIORNO, Virginia;NOBILE, Amelia Giuseppina;
2003
Abstract
In this paper we determine a system of integraI equations that allows one to express the transition pdf in the presence of a reflecting boundary for a time-non-homogeneous diffusion process in terms of the free transition pdf and of the probability current of the considered processFile in questo prodotto:
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