Diffusion processes in one dimension
Diffusion processes in one dimension
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DOI：
10.1090/s0002-9947-1954-0063607-6
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发表时间：
1954
影响因子：
1.3
通讯作者：
W. Feller
中科院分区：
文献类型：
--
作者：
W. Feller
在有限或无限区间 r1<x<r2 中。最近 [2] 变换半群理论被用来表述积分问题并定义横向条件的概念。现在将证明，[2]中构造的半群允许我们描述与（1.1）相关的所有随机过程的总体。每个方程都对应一个前向方程或福克-普朗克方程。它仅在最简单的情况下简化为熟悉的“伴随”
in a finite or infinite interval r1<x<r2. Recently [2] the theory of semigroups of transformations was used to formulate the integration problem and to define the notion of lateral conditions. It will now be shown that the semi-groups constructed in [2] permit us to describe the totality of all stochastic processes connected with (1.1). To each there corresponds a forward, or Fokker-Planck, equation. It reduces only in simplest cases to the familiar "adjoint"