A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2011; you can also visit the original URL.
The file type is application/pdf
.
Probability representations of a class of two-way diffusions
2002
Journal of Physics A: Mathematical and General
There has been little progress in the analysis of two-way diffusion in the last few decades due to the difficulties brought by the interface section similar to a free boundary condition. In this paper, however, the equivalent probability model is considered and the interface section is precisely described by an integral equation. The solution of two-way diffusion is then expressed in an integral form with the integrand being the solution of a classical first passage time model and the solution
doi:10.1088/0305-4470/35/28/301
fatcat:hvgb3xnmd5gxpc54soeop6e6re