THE STATIONARY DISTRIBUTIONS AND THE STEADY PROBABILITY CURRENTS OF ONE-DIMENSIONAL DIFFUSION PROCESSES UNDER NON-LOCAL BOUNDARY CONDITIONS

1981 ◽  
Vol 1 (2) ◽  
pp. 195-206
Author(s):  
Chengxun Wu ◽  
Maozheng Guo
Keyword(s):  
Boundary Conditions ◽  
Diffusion Processes ◽  
Stationary Distributions ◽  
One Dimensional ◽  
Local Boundary ◽  
Dimensional Diffusion ◽  
Non Local

Higher Order Diagonal Padé Schemes for Two-Dimensional Diffusion with Non-local Boundary Conditions

2010 ◽  
Author(s):  
Mohammad Siddique ◽  
Theodore E. Simos ◽  
George Psihoyios ◽  
Ch. Tsitouras
Keyword(s):  
Boundary Conditions ◽  
Higher Order ◽  
Two Dimensional ◽  
Local Boundary ◽  
Dimensional Diffusion ◽  
Non Local

scholarly journals EXISTENCE OF A SOLUTION FOR A SINGULAR DIFFERENTIAL EQUATION WITH NONLINEAR FUNCTIONAL BOUNDARY CONDITIONS

2007 ◽  
Vol 49 (2) ◽  
pp. 213-224 ◽  
Author(s):  
ALBERTO CABADA ◽  
JOSÉ ÁNGEL CID
Keyword(s):  
Differential Equation ◽  
Boundary Conditions ◽  
Diffusion Processes ◽  
Singular Differential Equation ◽  
Existence Of A Solution ◽  
Nonlinear Functional ◽  
Local Boundary ◽  
Functional Boundary ◽  
Non Local ◽  
Functional Boundary Conditions

AbstractIn this paper we deal with some boundary value problems related with diffusion processes in the presence of lower and upper solutions. Singularities as well as non local boundary conditions are allowed. We also prove the existence of extremal solutions and the uniqueness of solution for a particular case.

Elliptic problem involving non-local boundary conditions

2019 ◽  
Vol 181 ◽  
pp. 87-100
Author(s):  
Noureddine Igbida ◽  
Soma Safimba
Keyword(s):  
Boundary Conditions ◽  
Elliptic Problem ◽  
Local Boundary ◽  
Non Local

The Level-Crossing Problem: First-Passage, Escape and Extremes

2014 ◽  
Vol 13 (04) ◽  
pp. 1430001 ◽  
Author(s):  
Jaume Masoliver
Keyword(s):  
Brownian Motion ◽  
Diffusion Processes ◽  
Extreme Values ◽  
Level Crossing ◽  
First Passage ◽  
One Dimensional ◽  
Absolute Value ◽  
Dimensional Diffusion

We review the level-crossing problem which includes the first-passage and escape problems as well as the theory of extreme values (the maximum, the minimum, the maximum absolute value and the range or span). We set the definitions and general results and apply them to one-dimensional diffusion processes with explicit results for the Brownian motion and the Ornstein–Uhlenbeck (OU) process.

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