数学物理学报 ›› 1981, Vol. 1 ›› Issue (2): 195-206.

• 论文 • 上一篇    下一篇

THE STATIONARY DISTRIBUTIONS AND THE STEADY PROBABILITY CURRENTS OF ONEDIMENSIONAL DIFFUSION PROCESSES UNDER NON-LOCAL BOUNDARY CONDITIONS

吴承训, 郭懋正   

  1. Chemistry Institute of East-China Textile College, Shanghai
  • 收稿日期:1980-11-01 出版日期:1981-06-26 发布日期:1981-06-26

THE STATIONARY DISTRIBUTIONS AND THE STEADY PROBABILITY CURRENTS OF ONEDIMENSIONAL DIFFUSION PROCESSES UNDER NON-LOCAL BOUNDARY CONDITIONS

Wu Chengxun, Guo Maozheng   

  1. Chemistry Institute of East-China Textile College, Shanghai
  • Received:1980-11-01 Online:1981-06-26 Published:1981-06-26

摘要: In the present paper we study the limit distributions of one-dimensional diffusion processes under non-local boundary conditions. We obtain the existence conditions for the non-trivial stationary distributions, get their concrete formulas in all cases according to boundary classification, and give the results of some probability explanations. One-dimensional diffusion processes, which provide a simple mathematical model for studying irreversible steady systems, show that the basic characteristic of an irreversible stationary state is the occurrence of the probability current, i. e. the circulation phenomenon.

Abstract: In the present paper we study the limit distributions of one-dimensional diffusion processes under non-local boundary conditions. We obtain the existence conditions for the non-trivial stationary distributions, get their concrete formulas in all cases according to boundary classification, and give the results of some probability explanations. One-dimensional diffusion processes, which provide a simple mathematical model for studying irreversible steady systems, show that the basic characteristic of an irreversible stationary state is the occurrence of the probability current, i. e. the circulation phenomenon.