Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains
DOI10.1016/j.spa.2024.104295arXiv2206.05621OpenAlexW4390607253MaRDI QIDQ6123275
Thomas G. Kurtz, Cristina Costantini
Publication date: 4 March 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.05621
cuspjump boundary conditionsoblique reflectionnonsmooth domainreflecting diffusionconstrained martingale problem
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Sample path properties (60G17) Local time and additive functionals (60J55)
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