Perturbed Skorohod equations and perturbed reflected diffusion processes

DOI10.1016/j.anihpb.2004.03.005zbMath1061.60056MaRDI QIDQ1766512

Ronald Arthur Doney, Tu-Sheng Zhang

Publication date: 8 March 2005

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_2005__41_1_107_0

zbMATH Keywords

Weak convergence; Local time; Stratonovich integration; Reflection principle; Perturbed Skorokhod equations; Reflected diffusions

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

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