Diffusional Approximation for Processes with the Normal Reflection

DOI10.1137/1135061MaRDI QIDQ4712519zbMATH OpenOpenAlexFDO

Authors Svetlana Anulova, R. Liptser

Publication date 25 June 1992

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1135061

zbMATH Keywords

canonical representationIto's equationreflection functional convergence in the Skorokhod's topologysemimartingale

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Diffusion processes (60J60)

Cited in

(6)

• An analog of Andre's reflection principle for diffusion processes with a small parameter
• Penalization methods for the Skorokhod problem and reflecting SDEs with jumps
• An explicit formula for the Skorokhod map on \([0,a]\)
• Large closed queueing networks in semi-Markov environment and their application
• Large Deviations for Additive Functionals of Reflected Jump-Diffusions
• Error bounds for one-dimensional constrained Langevin approximations for nearly density-dependent Markov chains

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