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;
1990-01-01
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:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
