Existence and uniqueness of reflecting diffusions in cusps

DOI10.1214/18-EJP204zbMath1414.60069arXiv1710.06281MaRDI QIDQ1990215

Thomas G. Kurtz, Cristina Costantini

Publication date: 25 October 2018

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.06281

zbMATH Keywords

cuspstochastic differential equationdiffusion processoblique reflectionboundary singularity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Sample path properties (60G17)

Related Items (7)

Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains ⋮ Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary ⋮ Reflected Brownian motion with drift in a wedge ⋮ Semigroup-theoretic approach to diffusion in thin layers separated by semi-permeable membranes ⋮ Markov selection for constrained martingale problems ⋮ Optimal Dividend Problem: Asymptotic Analysis ⋮ On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology

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