TY  - JOUR
T1  - Diffusion Processes with Reflecting Boundaries and Random Initial States
AU - , Lefebvre Mario 
JO  - Journal of Engineering and Applied Sciences
VL  - 2
IS  - 1
SP  - 241
EP  - 243
PY  - 2007
DA  - 2001/08/19
SN  - 1816-949x
DO  - jeasci.2007.241.243
UR  - https://makhillpublications.co/view-article.php?doi=jeasci.2007.241.243
KW  - Brownian motion
KW  -method of separation of variables
KW  -special functions
AB  - 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.
ER  -