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arXiv · 0710.2396

A peculiar two point boundary value problem

Huadong Pang·Daniel W. Stroock
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Abstract

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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Huadong Pang, Daniel W. Stroock. 2007-10-12. A peculiar two point boundary value problem. https://doi.org/10.1214/009117906000000818

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