Boundary approximation for sticky jump-reflected processes on the half-line

DOI10.1214/24-ejp1097arXiv2303.02771OpenAlexW4392060579MaRDI QIDQ6126953

Andrey Yu. Pilipenko, Andrey Sarantsev

Publication date: 10 April 2024

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.02771

zbMATH Keywords

invariance principlereflecting barrierssticky processesSkorokhod mapFeller-Wentzell boundary conditionsreflecting map

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55) Boundary theory for Markov processes (60J50)

Cites Work

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