Fokker-Planck Equation For The Density Of A Diffusion Process In A Regular Open Set 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. 1251–1256 321 9 1995 Comptes Rendus De L Academie Des Sciences Serie I-Mathematique J.P. Chancelier M.C.Delara F.Pacard