@article{MAKHILLJEAS20072112664,
    title = {Diffusion Processes with Reflecting Boundaries and Random Initial States},
    journal = {Journal of Engineering and Applied Sciences},
    volume = {2},
    number = {1},
    pages = {241-243},
    year = {2007},
    issn = {1816-949x},
    doi = {jeasci.2007.241.243},
    url = {https://makhillpublications.co/view-article.php?issn=1816-949x&doi=jeasci.2007.241.243},
    author = {Lefebvre Mario},
    keywords = {Brownian motion,method of separation of variables,special functions},
    abstract = {Kolmogorov forward equation for one-dimensional time-homogeneous diffusion processes X(t) is considered. This equation is solved explicitly for the Wiener and the Ornstein-Uhlenbeck processes, in particular, in the case when there is a (time-dependent) reflecting boundary. Moreover, the initial state X(0) is a random variable.}
    }