One-point reflection

DOI10.1016/j.spa.2014.11.002zbMath1327.60151OpenAlexW2159622898MaRDI QIDQ2258829

Zhen-Qing Chen, Masatoshi Fukushima

Publication date: 27 February 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2014.11.002

zbMATH Keywords

Dirichlet formlocal timesharmonic functionsconformal invarianceboundary theoryWalsh's Brownian motionsymmetric Markov processesBrownian motion with darningexcursion lawsone-point reflection

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Dirichlet forms (31C25) Diffusion processes (60J60) Probabilistic potential theory (60J45) Local time and additive functionals (60J55) Boundary theory for Markov processes (60J50)

Related Items (14)

Distorted Brownian motions on space with varying dimension ⋮ Stochastic integral equations for Walsh semimartingales ⋮ Reflections at infinity of time changed RBMs on a domain with Liouville branches ⋮ Extensions of Brownian motion to a family of Grushin-type singularities ⋮ Stochastic Komatu-Loewner evolutions and BMD domain constant ⋮ Dirichlet forms and polymer models based on stable processes ⋮ Singular weighted Sobolev spaces and diffusion processes: an example (due to V.V. Zhikov) ⋮ Komatu-Loewner differential equations ⋮ Generalized refracted Lévy process and its application to exit problem ⋮ On the Dirichlet form of three-dimensional Brownian motion conditioned to hit the origin ⋮ On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero ⋮ Stochastic processes on surfaces in three-dimensional contact sub-Riemannian manifolds ⋮ Snapping out Walsh's Brownian motion and related stiff problem ⋮ Stationary distributions and convergence for Walsh diffusions

Cites Work

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