Recurrence and transience of diffusions in a half-space

DOI10.2307/3318654zbMath0882.60078OpenAlexW2064561231MaRDI QIDQ1361126

Sundareswaran Ramasubramanian, Srinivasan Balaji

Publication date: 2 March 1998

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ef560aed096685bfdee8520836db5a4a80d36ded

zbMATH Keywords

generatorLyapunov functionstopping timerecurrencetransiencestrong Markov propertypositive recurrencereflecting diffusionsoblique reflectionstrong Feller propertyboundary operator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

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