Reflecting Brownian motion in the \(d\)-ball (Q2246212)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Reflecting Brownian motion in the \(d\)-ball |
scientific article |
Statements
Reflecting Brownian motion in the \(d\)-ball (English)
0 references
16 November 2021
0 references
The author proposes in this work a functional analytic construction of Lévy processes reflected on the boundary of a Euclidean ball. The present paper only gives the details of the Brownian case however. The author builds the semigroups associated with the reflected process and its associated boundary local time process from pathwise random operators acting on suitable functional spaces. The harmonic continuation process, from functions on the sphere to functions on the entire space, plays an important technical role in proving the semigroup analogue of the Skorokhod decomposition in the construction of Brownian motion on \([0,\infty)\) reflected at point 0.
0 references
reflected Brownian motion
0 references
semigroup
0 references
0 references
0 references
0 references
0 references