| Article ID: | iaor1990781 |
| Country: | Israel |
| Volume: | 26 |
| Issue: | 4 |
| Start Page Number: | 1 |
| End Page Number: | 7 |
| Publication Date: | Dec 1989 |
| Journal: | Journal of Applied Probability |
| Authors: | Giorno V., Nobile A.G., Ricciardi L.M. |
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.