Symmetric reflected diffusions
zbMATH Open0794.60078MaRDI QIDQ1316640FDOQ1316640
Etienne Pardoux, R. 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
semimartingalesymmetric Markov processconormal reflectionlocally Lipschitz continuous probability density
Diffusion processes (60J60) Dirichlet forms (31C25) Boundary theory for Markov processes (60J50) Probabilistic potential theory (60J45)
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- About the infinite dimensional skew and obliquely reflected Ornstein-Uhlenbeck process
- Skorokhod decomposition for a reflected -strong Feller diffusion with singular drift
- Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous \(N\)-particle systems with singular interactions
- Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients
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- Stationary distributions for diffusions with inert drift
- Penalty method for obliquely reflected diffusions
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- Time reversal and reflected diffusions
- Parameter symmetry in perturbed GUE corners process and reflected drifted Brownian motions
- Multilevel Dyson Brownian motions via Jack polynomials
- Divergence form operators on fractal-like domains
- On a decomposition of symmetric diffusions with reflecting boundary conditions.
- On the Dirichlet form of three-dimensional Brownian motion conditioned to hit the origin
- Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain
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- On the stochastic regularity of distorted Brownian motions
- Euler schemes and half-space approximation for the simulation of diffusion in a domain
- Martin-Kuramochi boundary and reflecting symmetric diffusion
- An approximation result for a nonlinear Neumann boundary value problem via BSDEs
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