Reflection between two conjugate diffusions

DOI10.1016/S1631-073X(02)02376-2zbMath1005.60085OpenAlexW2007224454MaRDI QIDQ1608754

Florin Soucaliuc

Publication date: 14 October 2002

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(02)02376-2

zbMATH Keywords

reflecting Brownian motionconjugate diffusionconjugate processcontinuous barrier process

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (1)

Excursions of diffusion processes and continued fractions

Cites Work

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• The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
• Multivalued Skorohod problem
• Reflection and coalescence between independent one-dimensional Brownian paths
• A note on reflecting Brownian motions
• A. Skorohod's stochastic integral equation for a reflecting barrier diffusion
• Generalized Ray-Knight theory and limit theorems for self-interacting random walks on \(\mathbb{Z}^ 1\)
• A new approach to the skorohod problem, and its applications

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