Symmetric reflected diffusions
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Publication:1316640
zbMath0794.60078MaRDI QIDQ1316640
Etienne Pardoux, Ruth J. Williams
Publication date: 15 August 1994
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1994__30_1_13_0
semimartingale; symmetric Markov process; conormal reflection; locally Lipschitz continuous probability density
31C25: Dirichlet forms
60J60: Diffusion processes
60J45: Probabilistic potential theory
60J50: Boundary theory for Markov processes
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