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boundary conditions 1Fokker-Planck equations 1no-flux continuity 1reflected diffusion 1regular lagrangian flow 1

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math.CA2026

Reflected diffusion, no-flux continuity equations and confined Lagrangian flows in bounded domains

Rama Cont

The paper studies how probability densities of reflected diffusion processes in bounded domains evolve under no‑flux continuity equations and determines conditions under which a re…