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