Extended Lévy's theorem for a two-sided reflection
type: Item
instance of: scholarly article
title: Extended Lévy's theorem for a two-sided reflection
zbMATH Open document ID: 1546.60145
author: Benjamin Housley
published in: Electronic Communications in Probability
publication date: 2024-09-03T00:00:00Z
Mathematics Subject Classification ID: 60J50
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 93E03
zbMATH DE Number: 7905732
zbMATH Keywords: diffusion process
zbMATH Keywords: Lévy's theorem
zbMATH Keywords: local time
zbMATH Keywords: normal reflection
zbMATH Keywords: reflecting Brownian motion with drift
zbMATH Keywords: Skorokhod map
zbMATH Keywords: two-sided reflecting Brownian motion
MaRDI profile type: Publication
cites work: Structural properties of reflected Lévy processes
cites work: Strong Solutions of Stochastic Differential Equations with Boundary Conditions
cites work: An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift
cites work: Double Skorokhod Map and Reneging Real-Time Queues
cites work: An explicit formula for the Skorokhod map on \([0,a]\)
cites work: Q3582787
cites work: Q4226355
DOI: 10.1214/24-ECP576
description: scientific article; zbMATH DE number 7905732