一个特殊的两点边值问题
概率论
2011-11-10 v1
摘要
本文考虑区间 上满足非 Feller 边界条件的一维扩散方程。因此，初值柯西问题无法保持非负性或有界性。尽管如此，概率论在我们对该方程解的分析与理解中发挥了有趣的作用。
引用
@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}
}
评论
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)