Munasinghe, RKanthan, LKossinna, P2022-04-252022-04-252019-07-13https://rda.sliit.lk/handle/123456789/2067We propose a simpler derivation of the probability density function of Feller Diffusion using the Fourier Transform and solving the resulting equation via the Method of Characteristics. We also discuss simulation algorithms and confirm key properties related to hitting time probabilities via the simulationenFeller DiffusionBessel Squared Process of Dimension ZeroZero Degrees of FreedomSquare Root DiffusionSimulationMethod of CharacteristicsAbsorbing Random WalksSurvival ProbabilityHitting TimeFirst Passage TimeArticledoi.org/10.48550/arXiv.1905.10737 Focus to learn more