Diffusion approximation for a class of transport processes with physical reflection boundary conditions
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Publication:1176363
DOI10.1214/aop/1176990335zbMath0735.60080OpenAlexW2094958315MaRDI QIDQ1176363
Publication date: 25 June 1992
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990335
stochastic differential equationweak convergencediffusion approximationrandom evolutionsemimartingalereflection problemstochastic shocks
Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60) Boundary theory for Markov processes (60J50)
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