A Dirichlet process characterization of a class of reflected diffusions
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Publication:984443
DOI10.1214/09-AOP487zbMath1202.60059arXiv1010.2106MaRDI QIDQ984443
Publication date: 19 July 2010
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.2106
semimartingalesSkorokhod problemzero energydiffusion approximationsDirichlet processesgeneralized processor sharingrough pathsreflected Brownian motionreflected diffusionsextended Skorokhod problemSkorokhod map
Related Items (8)
Reflected Brownian motion with drift in a wedge ⋮ Three examples of Brownian flows on \(\mathbb{R}\) ⋮ Markov selection for constrained martingale problems ⋮ Characterization of stationary distributions of reflected diffusions ⋮ The Skorokhod problem in a time-dependent interval ⋮ Sweeping processes perturbed by rough signals ⋮ Pathwise differentiability of reflected diffusions in convex polyhedral domains ⋮ On the roughness of the paths of RBM in a wedge
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