Acta mathematica scientia,Series A ›› 1981, Vol. 1 ›› Issue (2): 195-206.

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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

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.

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