A construction of reflecting Lévy processes

DOI10.1134/S1064562419010228zbMath1422.60079OpenAlexW4231987135MaRDI QIDQ2424393

M. M. Faddeev, I. A. Ibragimov, Nataliya V. Smorodina

Publication date: 24 June 2019

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562419010228

zbMATH Keywords

random operatorsreflecting Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Markov semigroups and applications to diffusion processes (47D07) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

• Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems II
• Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems. I
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