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Exact solutions and asymptotic behaviors for the reflected Wiener, Ornstein-Uhlenbeck and Feller diffusion processes

Virginia Giorno1, Amelia G Nobile1

  • 1Dipartimento di Informatica, Università degli Studi di Salerno, Via Giovanni Paolo Ⅱ n. 132, 84084 Fisciano (SA), Italy.

Mathematical Biosciences and Engineering : MBE
|September 7, 2023
PubMed

Keywords:
asymptotic behaviorsfirst-passage time momentsreflected diffusion processessteady-state densitiestransition probability density functions

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