Reflecting Lévy Processes and Associated Families of Linear Operators

DOI10.1137/S0040585X97T989532zbMath1480.60213OpenAlexW2982034720MaRDI QIDQ5240312

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

Publication date: 25 October 2019

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

Full work available at URL: https://doi.org/10.1137/s0040585x97t989532

zbMATH Keywords

limit theoremlocal timerandom processinitial boundary value problem

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)

Related Items (3)

Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement ⋮ Reflecting Lévy Processes and Associated Families of Linear Operators. II ⋮ Reflecting Brownian motion in the \(d\)-ball

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
• Local times on the boundary for multi-dimensional reflecting diffusion
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