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Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement - MaRDI portal

Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement (Q5054705)

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scientific article; zbMATH DE number 7625235
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Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement
scientific article; zbMATH DE number 7625235

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    Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement (English)
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    29 November 2022
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    path-wise analysis
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    reflection scenarios
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    random walk approximation
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    asymptotic pdfs in the interval
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    fractional Laplacian
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    reflecting Lévy process
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    reflecting boundary data
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