The Semimartingale Structure of Reflecting Brownian Motion
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Publication:3469990
DOI10.2307/2047960zbMath0694.60075OpenAlexW4235634666MaRDI QIDQ3469990
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Publication date: 1990
Full work available at URL: https://doi.org/10.2307/2047960
Brownian motion (60J65) Transition functions, generators and resolvents (60J35) Boundary theory for Markov processes (60J50)
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Cites Work
- Unnamed Item
- Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains
- Stochastic differential equations with reflecting boundary condition in convex regions
- A construction of reflecting barrier Brownian motions for bounded domains
- Stochastic differential equations with reflecting boundary conditions
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