c3xjlVi > 0 Page 1 502 M. Pinsky [11] M. LokvE, Probability Theory, 2nd edition, Van
Nostrand, New York, 1960. [12] IV GIRSANOV, On transforming a certain class ofstochastic …

We solve the Fokker-Planck equation for the Wiener process with drift in the presence of
elastic boundaries and a fixed start point. An explicit expression is obtained for the first …

The Wiener process with constant drift is modified by a time-dependent retaining barrier that
increases at a constant rate and by an absorbing barrier at zero. Explicit expressions in …

Parameter estimation in diffusion processes from discrete observations up to a first‐passage
time is clearly of practical relevance, but does not seem to have been studied so far. In …

We show that diffusion approximations, including modified diffusion approximations, can be
problematic since the proper choice of local boundary conditions (if any exist) is not obvious …

Analytical bounding functions for diffusion problems with Michaelis-Menten kinetics were
recently presented by Anderson and Arthurs, 1985 (Bull. math. Biol. 47, 145–153). Their …

Let X (t) be a time-homogeneous one-dimensional diffusion process defined in I⊂ ℝ,
starting at x∈ I and let c∈ I a barrier with c< x. Suppose that, whenever the barrier c is …

A sequence of density-dependent analogues of continuous time branching processes is
shown to converge weakly to a diffusion. The diffusion has infinitesimal mean displacement …

Interaction with the environment and motion in space are two fundamental features of living
organisms. Also non-living particles like molecules react and move-driven by diffusion. In …