On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary
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Publication:1759988
DOI10.1007/s11253-012-0588-2zbMath1280.60036OpenAlexW2075902547MaRDI QIDQ1759988
Publication date: 23 November 2012
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11253-012-0588-2
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Related Items (10)
One-dimensional diffusion processes in half-bounded domains with reflection and a possible jump-like exit from a moving boundary ⋮ One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane ⋮ On a skew stable Lévy process ⋮ Boundary approximation for sticky jump-reflected processes on the half-line ⋮ Coupled stochastic systems of Skorokhod type: Well‐posedness of a mathematical model and its applications ⋮ Functional limit theorems for random walks perturbed by positive alpha-stable jumps ⋮ One-dimensional diffusions in bounded domains with a possible jump-like exit from a sticky boundary ⋮ On Feller semigroup generated by solution of nonlocal parabolic conjugation problem ⋮ Diffusions in one-dimensional bounded domains with reflection, absorption and jumps at the boundary and at some interior point ⋮ The nonlocal boundary value problem for one-dimensional backward Kolmogorov equation and associated semigroup
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