# Transition probability density function of a certain diffusion process concentrated on a half line

Applicationes Mathematicae (1991)

- Volume: 21, Issue: 4, page 481-490
- ISSN: 1233-7234

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top## How to cite

topMilian, A. "Transition probability density function of a certain diffusion process concentrated on a half line." Applicationes Mathematicae 21.4 (1991): 481-490. <http://eudml.org/doc/263459>.

@article{Milian1991,

author = {Milian, A},

journal = {Applicationes Mathematicae},

keywords = {time-dependent boundaries; Itô equation; Fokker-Planck equation},

language = {eng},

number = {4},

pages = {481-490},

title = {Transition probability density function of a certain diffusion process concentrated on a half line},

url = {http://eudml.org/doc/263459},

volume = {21},

year = {1991},

}

TY - JOUR

AU - Milian, A

TI - Transition probability density function of a certain diffusion process concentrated on a half line

JO - Applicationes Mathematicae

PY - 1991

VL - 21

IS - 4

SP - 481

EP - 490

LA - eng

KW - time-dependent boundaries; Itô equation; Fokker-Planck equation

UR - http://eudml.org/doc/263459

ER -

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