Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement

DOI10.1088/1751-8121/AC7D1FOpenAlexW4283731730MaRDI QIDQ5054705FDOQ5054705

Authors: Piotr Garbaczewski, Mariusz Żaba 

Publication date: 29 November 2022

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.09582

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zbMATH Keywords

fractional Laplacianrandom walk approximationasymptotic pdfs in the intervalpath-wise analysisreflecting boundary datareflecting Lévy processreflection scenarios

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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Cited In (8)

• Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary
• Captive jump processes for bounded random systems with discontinuous dynamics
• The fractional Laplacian with reflections
• Role of long jumps in Lévy noise-induced multimodality
• Reflecting Lévy processes and associated families of linear operators. II
• Fractional Laplacian and Lévy flights in bounded domains
• A stable Langevin model with diffusive-reflective boundary conditions
• Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection

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