超吸收壁布朗运动的条件分布律
A CONDITIONAL LAW OF SUPER ABSORBING BARRIER BROWNIAN MOTION
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摘要: 本文用抛物形偏微分方程初值问题的解给出超吸收壁布朗运动的一个条件分布律。Abstract: We give the characterization of a conditional law of super absorbing barrier Brownian motion in terms of solution to the initial value problem of a parabolic differential equation.