A peculiar two point boundary value problem
Probability
2011-11-10 v1
Abstract
In this paper we consider a one-dimensional diffusion equation on the interval 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.
Cite
@article{arxiv.0710.2396,
title = {A peculiar two point boundary value problem},
author = {Huadong Pang and Daniel W. Stroock},
journal= {arXiv preprint arXiv:0710.2396},
year = {2011}
}
Comments
Published in at http://dx.doi.org/10.1214/009117906000000818 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)