A peculiar two point boundary value problem

被引：4

作者：

Pang, Huadong ^{[1
]}

Stroock, Daniel W. ^{[1
]}

机构：

[1] MIT, Dept Math, Cambridge, MA 02139 USA

来源：

ANNALS OF PROBABILITY | 2007年 / 35卷 / 05期

关键词：

one-dimensional diffusion; minimum principle;

D O I：

10.1214/009117906000000818

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we consider a one-dimensional diffusion equation on the interval [0, 1] satisfying non-Feller boundary conditions. As a consequence, the initial value Cauchy problem fails to preserve nonnegativity or boundedness. Nonetheless, probability theory plays an interesting role in our analysis and understanding of solutions to this equation.

引用

页码：1623 / 1641

页数：19

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