Local times on the boundary for multi-dimensional reflecting diffusion

DOI10.3792/pja/1195523202zbMath0138.11302OpenAlexW2053953366MaRDI QIDQ5512489

Ken-iti Sato, Hiroshi Tanaka

Publication date: 1962

Published in: Proceedings of the Japan Academy, Series A, Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pja/1195523202

zbMATH Keywords

probability theory

Related Items (10)

Reflecting Brownian snake and a Neumann-Dirichlet problem. ⋮ Reflecting Lévy Processes and Associated Families of Linear Operators. II ⋮ Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems II ⋮ Time change and killing for multi-dimensional reflecting diffusion ⋮ An occupation time formula for semimartingales in \(\mathbb{R}^N\) ⋮ Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems. I ⋮ The functional integral for a free particle on a half-plane ⋮ Small double limit with reflecting Wentzel boundary condition ⋮ On a Skorokhod problem with small double limit ⋮ Reflecting Lévy Processes and Associated Families of Linear Operators

Cites Work

• A property of Brownian motion paths
• Fundamental solutions of parabolic differential equations and boundary value problems
• The diffusion satisfying Wentzell's boundary condition and the Markov process on the boundary, II
• Continuity Properties of Sample Functions of Markov Processes
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