A construction of reflecting barrier Brownian motions for bounded domains
From MaRDI portal
Publication:1221983
zbMath0317.60033MaRDI QIDQ1221983
Publication date: 1967
Published in: Osaka Journal of Mathematics (Search for Journal in Brave)
Related Items (27)
Uniqueness and regularity for a system of interacting Bessel processes via the Muckenhoupt condition ⋮ The heat equation and reflected Brownian motion in time-dependent domains. ⋮ An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains ⋮ Reflecting diffusions on Lipschitz domains with cusps -- analytic construction and Skorohod representation ⋮ Dirichlet form approach to infinite-dimensional Wiener processes with singular interactions ⋮ Quasilinear elliptic and parabolic Robin problems on Lipschitz domains ⋮ Reflecting random walk in fractal domains ⋮ Probabilistic solution of the general Robin boundary value problem on arbitrary domains ⋮ Improved upper bounds for the hot spots constant of Lipschitz domains ⋮ Reflecting Brownian motion in the \(d\)-ball ⋮ Reflection Brownian motions: Quasimartingales and strong Caccioppoli sets ⋮ Closed ideals in Dirichlet spaces ⋮ Regular Representations of Dirichlet Spaces ⋮ Skew Brownian diffusions across Koch interfaces ⋮ On reflected Dirichlet spaces ⋮ Pseudo Jordan domains and reflecting Brownian motions ⋮ On reflecting diffusion processes and Skorokhod decompositions ⋮ Dirichlet Spaces and Strong Markov Processes ⋮ Discrete approximations to reflected Brownian motion ⋮ The Semimartingale Structure of Reflecting Brownian Motion ⋮ Characterization of stationary distributions of reflected diffusions ⋮ A note on reflected Dirichlet forms ⋮ Symmetric Jump Processes ⋮ Diffusion smoothing for spatial point patterns ⋮ BV functions and distorted Ornstein Uhlenbeck processes over the abstract Wiener space ⋮ Infinite particle systems with hard-core and long-range interaction ⋮ Traps for reflected Brownian motion
This page was built for publication: A construction of reflecting barrier Brownian motions for bounded domains
