Local times on the boundary for multi-dimensional reflecting diffusion
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Cites work
- A property of Brownian motion paths
- Continuity Properties of Sample Functions of Markov Processes
- Fundamental solutions of parabolic differential equations and boundary value problems
- scientific article; zbMATH DE number 3141600 (Why is no real title available?)
- scientific article; zbMATH DE number 3285836 (Why is no real title available?)
- scientific article; zbMATH DE number 3052578 (Why is no real title available?)
- The diffusion satisfying Wentzell's boundary condition and the Markov process on the boundary, II
Cited in
(13)- Reflecting Brownian snake and a Neumann-Dirichlet problem.
- Small double limit with reflecting Wentzel boundary condition
- On a Skorokhod problem with small double limit
- An occupation time formula for semimartingales in \(\mathbb{R}^N\)
- Initial boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. II
- Initial boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. I
- The functional integral for a free particle on a half-plane
- Reflecting Lévy processes and associated families of linear operators. II
- Reflecting Lévy Processes and Associated Families of Linear Operators
- Time change and killing for multi-dimensional reflecting diffusion
- A trajectorial approach to entropy dissipation for degenerate parabolic equations
- Small double limit comparison with reflecting Wentzell boundary condition
- On nonlocal PDEs with small equipollent parameters
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