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 equation; Skorokhod problem; local time; occupation time formula; excursion phenomenon; reflexion

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

Related Items

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

Cites Work

• Excursions of a Markov process
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item