Fokker-Planck Equation For The Density Of A Diffusion Process In A Regular Open Set - Chancelier, J.P.; Delara, M.C.; Pacard, F. (Comptes Rendus De L Academie Des Sciences Serie I-Mathematique, 1995)
To give physical meaning to the boundary conditions of parabolic partial differential equation, we introduce a diffusion process in some open set, with different boundary conditions (elastic or non-elastic reflection, stopping) and we give the equation satisfied by the density.
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