Hitting a boundary point by diffusions in the closed half space

DOI10.1016/0047-259X(86)90024-2zbMath0608.60073OpenAlexW2011694656MaRDI QIDQ1085897

B. George

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(86)90024-2

zbMATH Keywords

reflectionhitting a pointWentzell-type boundary conditions

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

Related Items (1)

Hitting of submanifolds by diffusions

Cites Work

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• Recurrence and ergodicity of diffusions
• Criteria for recurrence and existence of invariant measures for multidimensional diffusions
• On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions. II
• On the existence of solutions of stochastic differential equations with boundary conditions
• On the uniqueness of solutions of stochastic differential equations with boundary conditions
• Diffusion processes with boundary conditions

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