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Classification of boundaries for a diffusion on an open interval

Abstract

A new classification of boundaries is introduced to describe the termination time of a one-dimensional strongly Markovian process near a boundary. Analytic and probabilistic properties of boundaries are presented and compared with the well-known classification.

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Literature cited

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Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 5, pp. 626–631, May, 1991.

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Löbus, J.-. Classification of boundaries for a diffusion on an open interval. Ukr Math J 43, 580–586 (1991). https://doi.org/10.1007/BF01058544

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Keywords

  • Markovian Process
  • Open Interval
  • Termination Time
  • Probabilistic Property