A peculiar two point boundary value problem

Details A peculiar two point boundary value problem A peculiar two point boundary value problem

2007-10-12

arxiv.org/abs/0710.2396v1

Annals of Probability 2007, Vol. 35, No. 5, 1623-1641

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/009117906000000818 the Annals of Probability (http://www.imstat.org/aop/) by the Ins

Scientific paper

10.1214/009117906000000818

In this paper we consider a one-dimensional diffusion equation on the
interval $[0,1]$ satisfying non-Feller boundary conditions. As a consequence,
the initial value Cauchy problem fails to preserve nonnegativity or
boundedness. Nonetheless, probability theory plays an interesting role in our
analysis and understanding of solutions to this equation.

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