Une application de la théorie des excursions à une diffusion réfléchie dégénérée. (An application of the theory of excursions to a degenerated reflected diffusion)

DOI10.1007/BF01198429zbMath0694.60052MaRDI QIDQ909345

Bernard Lapeyre

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationSkorokhod problemlocal timeoccupation time formulaexcursion phenomenonreflexion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (3)

A second order SDE for the Langevin process reflected at a completely inelastic boundary ⋮ Reflecting a Langevin process at an absorbing boundary ⋮ Boundary Conditions and Subelliptic Estimates for Geometric Kramers-Fokker-Planck Operators on Manifolds with Boundaries

Cites Work

• Excursions of a Markov process
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