Reflection between two conjugate diffusions

DOI10.1016/S1631-073X(02)02376-2MaRDI QIDQ1608754zbMATH OpenOpenAlexFDO

Authors Florin Soucaliuc

Publication date 14 October 2002

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s1631-073x(02)02376-2

zbMATH Keywords

reflecting Brownian motionconjugate diffusionconjugate processcontinuous barrier process

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cites work

• scientific article; zbMATH DE number 4020069 (Why is no real title available?)
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• A new approach to the skorohod problem, and its applications
• A note on reflecting Brownian motions
• A. Skorohod's stochastic integral equation for a reflecting barrier diffusion
• Generalized Ray-Knight theory and limit theorems for self-interacting random walks on \(\mathbb{Z}^ 1\)
• Multivalued Skorohod problem
• Reflection and coalescence between independent one-dimensional Brownian paths
• The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes

Cited in

(10)

• The adjoint process of reflected brownian motion in a cone
• On a generalized integral equation which originates from a problem in diffusion theory
• Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres
• A note on reflecting Brownian motions
• Excursions of diffusion processes and continued fractions
• Coupling of multidimensional diffusions by reflection
• scientific article; zbMATH DE number 140557 (Why is no real title available?)
• How does a reflected one-dimensional diffusion bounce back?
• Time reversal and reflected diffusions
• A converse to a theorem of P. Lévy

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