Diffusional Approximation for Processes with the Normal Reflection
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Publication:4712519
DOI10.1137/1135061zbMath0735.60078OpenAlexW2057254413MaRDI QIDQ4712519
Svetlana Anulova, Robert Sh. Liptser
Publication date: 25 June 1992
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1135061
canonical representationsemimartingalereflection functional convergence in the Skorokhod's topologyIto's equation
Diffusion processes (60J60) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items (4)
Penalization methods for the Skorokhod problem and reflecting SDEs with jumps ⋮ An explicit formula for the Skorokhod map on \([0,a\)] ⋮ Large closed queueing networks in semi-Markov environment and their application ⋮ Large Deviations for Additive Functionals of Reflected Jump-Diffusions
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