Extended Lévy's theorem for a two-sided reflection (Q6597231)
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scientific article; zbMATH DE number 7905732
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| English | Extended Lévy's theorem for a two-sided reflection |
scientific article; zbMATH DE number 7905732 |
Statements
Extended Lévy's theorem for a two-sided reflection (English)
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3 September 2024
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diffusion process
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Lévy's theorem
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local time
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normal reflection
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reflecting Brownian motion with drift
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Skorokhod map
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two-sided reflecting Brownian motion
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