Reflecting Lévy Processes and Associated Families of Linear Operators. II

DOI10.1137/S0040585X97T990721zbMath1492.60220OpenAlexW4229032568MaRDI QIDQ5074418

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

Publication date: 9 May 2022

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t990721

zbMATH Keywords

random processeslocal timelimit theoremsinitial-boundary problems

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07)

Cites Work

• A probalistic solution of the Neumann problem.
• Reflecting Lévy Processes and Associated Families of Linear Operators
• Local times on the boundary for multi-dimensional reflecting diffusion
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