Limit distribution of a one-dimensional reflecting process of jump type

DOI10.3836/tjm/1249648405zbMath1178.60056OpenAlexW2015511781MaRDI QIDQ841432

Yasumasa Saisho

Publication date: 16 September 2009

Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3836/tjm/1249648405

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• On the symmetry of a reflecting Brownian motion defined by Skorohod's equation for a multi-dimensional domain
• Stochastic differential equations with reflecting boundary condition in convex regions
• Stochastic Models Describing Human Metabolic Processes Using SDEs with Reflection
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