Symmetry conditions on the transition p.d.f. of one dimensional time-homogeneous diffusion processes with natural boundaries are used to determine transition p.d.f.'s in the presence of reflecting boundaries. Several examples of interest for applications are discussed
On the transition densities of diffusion processes with reflecting boundaries
GIORNO, Virginia;NOBILE, Amelia Giuseppina;
1990
Abstract
Symmetry conditions on the transition p.d.f. of one dimensional time-homogeneous diffusion processes with natural boundaries are used to determine transition p.d.f.'s in the presence of reflecting boundaries. Several examples of interest for applications are discussedFile in questo prodotto:
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