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Part of book or chapter of book . 2001 . Peer-reviewed

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https://doi.org/10.1093/oso/97...

Part of book or chapter of book . 2001 . Peer-reviewed

Data sources: Crossref

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Diffusion processes

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book 24 May 2001 English Publisher:Oxford University PressOxford

Authors: Geoffrey R Grimmett; David R Stirzaker;

doi: 10.1093/oso/9780198572213.003.0013 , 10.1093/oso/9780198572237.003.0013

Diffusion processes

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Abstract

Abstract Write down Bartlett’s equation in the case of the Wiener process D having drift m and instantaneous variance 1, and solve it subject to the boundary condition D(0) = 0.

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