@article{chancelier_fokker-planck_1995, title = {Fokker-{Planck} {Equation} {For} {The} {Density} {Of} {A} {Diffusion} {Process} {In} {A} {Regular} {Open} {Set}}, volume = {321}, abstract = {To give physical meaning to the boundary conditions of parabolic partial differential equation, we introduce a diffusion process in some open set, with different boundary conditions (elastic or non-elastic reflection, stopping) and we give the equation satisfied by the density.}, number = {9}, journal = {Comptes Rendus De L Academie Des Sciences Serie I-Mathematique}, author = {Chancelier, J.P. and Delara, M.C. and Pacard, F.}, year = {1995}, pages = {1251--1256}, }