A peculiar two point boundary value problem
Pang, Huadong ; Stroock, Daniel W.
Ann. Probab., Tome 35 (2007) no. 1, p. 1623-1641 / Harvested from Project Euclid
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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.
Publié le : 2007-09-14
Classification:  One-dimensional diffusion,  minimum principle,  60J60,  35K15,  35K35 
@article{1189000923,
     author = {Pang, Huadong and Stroock, Daniel W.},
     title = {A peculiar two point boundary value problem},
     journal = {Ann. Probab.},
     volume = {35},
     number = {1},
     year = {2007},
     pages = { 1623-1641},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1189000923}
}

Pang, Huadong; Stroock, Daniel W. A peculiar two point boundary value problem. Ann. Probab., Tome 35 (2007) no. 1, pp.  1623-1641. http://gdmltest.u-ga.fr/item/1189000923/