| Article ID: | iaor19932470 |
| Country: | Israel |
| Volume: | 29 |
| Issue: | 2 |
| Start Page Number: | 334 |
| End Page Number: | 342 |
| Publication Date: | Jun 1992 |
| Journal: | Journal of Applied Probability |
| Authors: | Milian A. |
The paper shows that under some assumptions a diffusion process satisfying a one-dimensional Ito’s equation has a transition probability density concentrated on a finite spatial interval. It gives a áIt