A symmetry-based constructive approach to probability densities for one-dimensional diffusion processes
Special symmetry conditions on the transition pdf of one-dimensional time-homogeneous
diffusion processes with natural boundaries are investigated and exploited to derive closed-
form results concerning the transition pdf's in the presence of absorbing and reflecting
boundaries and the first-passage-time pdf through time-dependent boundaries.
diffusion processes with natural boundaries are investigated and exploited to derive closed-
form results concerning the transition pdf's in the presence of absorbing and reflecting
boundaries and the first-passage-time pdf through time-dependent boundaries.
Special symmetry conditions on the transition p.d.f. of one-dimensional time-homogeneous diffusion processes with natural boundaries are investigated and exploited to derive closed-form results concerning the transition p.d.f.'s in the presence of absorbing and reflecting boundaries and the first-passage-time p.d.f. through time-dependent boundaries.
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