Discussed absorbing boundary conditions. Using we find Choose transformation where lower limit of integral is arbitrary. The previous example is an illustration of Landauer's blowtorch paradox. The Kramers' escape rate formula depends only on the behavior of the potential near maxima and minima.
Some people believe similar considerations apply to markets.
Eigenfunctions associated with reflecting or absorbing boundaries need not be orthogonal. We have introduced two useful transformation of the Fokker-Planck equation. The first transformation eliminates a heterogeneous diffusion term. We have discussed in detail and example of variable diffusion constant. The result of discussion resolved the Blowtorch paradox.