Exact solutions and asymptotic behaviors for the reflected Wiener, Ornstein-Uhlenbeck and Feller diffusion processes

Exact solutions and asymptotic behaviors for the reflected Wiener, Ornstein-Uhlenbeck and Feller diffusion processes

We analyze the transition probability density functions in the presence of a zero-flux condition in the zero-state and their asymptotic behaviors for the Wiener, Ornstein Uhlenbeck and Feller diffusion processes. Particular attention is paid to the time-inhomogeneous proportional cases and to the ti...

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Bibliographic Details
Main Author: Virginia Giorno
Format: Article
Language:English
Published: AIMS Press 2023-06-01
Series:Mathematical Biosciences and Engineering
Subjects:
reflected diffusion processes
transition probability density functions
steady-state densities
first-passage time moments
asymptotic behaviors
Online Access:https://www.aimspress.com/article/doi/10.3934/mbe.2023607?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/mbe.2023607?viewType=HTML

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