Reflection between two conjugate diffusions
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Publication:1608754
DOI10.1016/S1631-073X(02)02376-2zbMATH Open1005.60085OpenAlexW2007224454MaRDI QIDQ1608754FDOQ1608754
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
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Cites Work
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- The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
- Multivalued Skorohod problem
- Reflection and coalescence between independent one-dimensional Brownian paths
- A new approach to the skorohod problem, and its applications
- A. Skorohod's stochastic integral equation for a reflecting barrier diffusion
- A note on reflecting Brownian motions
- Generalized Ray-Knight theory and limit theorems for self-interacting random walks on \(\mathbb{Z}^ 1\)
Cited In (10)
- The adjoint process of reflected brownian motion in a cone
- A note on reflecting Brownian motions
- Excursions of diffusion processes and continued fractions
- Title not available (Why is that?)
- Coupling of multidimensional diffusions by reflection
- How does a reflected one-dimensional diffusion bounce back?
- Time reversal and reflected diffusions
- A converse to a theorem of P. Lévy
- On a generalized integral equation which originates from a problem in diffusion theory
- Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres
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