A Classification of Diffusion Processes with Boundaries by their Invariant Measures
Work
Year: 1985
Type: article
Abstract: Let $D$ be a connected, compact region in $R^d$. If $d = 1$, then for each nice probability measure $\mu$ on $D$ and diffusion coefficient $a$, there exists a unique drift such that $\mu$ is invariant... more
Source: The Annals of Probability
Author Ross G. Pinsky
Cites: 3
Cited by: 7
Related to: 10
FWCI: 1.019
Citation percentile (by year/subfield): 63.38
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: hybrid