How does a reflected one-dimensional diffusion bounce back?

DOI10.1515/FORM.1992.4.549MaRDI QIDQ4015308zbMATH OpenOpenAlexFDO

Authors Jean Bertoin

Publication date 6 January 1993

Published in Forum Mathematicum (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/141691

zbMATH Keywords

additive functionaldiffusion processeslocal time

Mathematics Subject Classification ID

Boundary theory for Markov processes (60J50) Local time and additive functionals (60J55) Diffusion processes (60J60)

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Cited in

(8)

• Conditioning a reflected one-dimensional diffusion via its canonical decomposition
• Reflection between two conjugate diffusions
• Approximating diffusion reflections at elastic boundaries
• Integral representations of certain measures in the one-dimensional diffusions excursion theory
• scientific article; zbMATH DE number 140557 (Why is no real title available?)
• The calculus of boundary processes
• Pitman type theorem for one-dimensional diffusion processes
• Une application de la théorie des excursions à une diffusion réfléchie dégénérée. (An application of the theory of excursions to a degenerated reflected diffusion)

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