A peculiar two point boundary value problem

Daniel W. Stroock; Huadong Pang

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A peculiar two point boundary value problem

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arxiv 0710.2396 v1 pith:3EFA7RMB submitted 2007-10-12 math.PR

Huadong Pang , Daniel W. Stroock This is my paper · ORCID

classification math.PR

keywords boundaryequationproblemvalueanalysisboundednesscauchyconditions

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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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