Hitting of submanifolds by diffusions

DOI10.1007/BF00718043zbMath0628.60079MaRDI QIDQ1093255

B. George

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

diffeomorphismpolar setreflecting boundary conditionsstrong Markov propertystopping times

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Probabilistic potential theory (60J45)

Related Items (3)

Weak convergence of obliquely reflected diffusions ⋮ Strong solutions of stochastic equations with rank-based coefficients ⋮ On collisions of Brownian particles

Cites Work

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• Hitting a boundary point by diffusions in the closed half space
• Criteria for recurrence and existence of invariant measures for multidimensional diffusions
• Potential theory. An analytic and probabilistic approach to balayage
• Differential Topology
• Diffusion processes with boundary conditions

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