Lefebvre Mario , Diffusion Processes with Reflecting Boundaries and Random Initial States, Journal of Engineering and Applied Sciences, Volume 2,Issue 1, 2007, Pages 241-243, ISSN 1816-949x, jeasci.2007.241.243, (https://makhillpublications.co/view-article.php?doi=jeasci.2007.241.243) Abstract: Kolmogorov forward equation for one-dimensional time-homogeneous diffusion processes X(t) is considered. This equation is solved explicitly for the Wiener and the Ornstein-Uhlenbeck processes, in particular, in the case when there is a (time-dependent) reflecting boundary. Moreover, the initial state X(0) is a random variable. Keywords: Brownian motion;method of separation of variables;special functions