Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement
From MaRDI portal
Publication:5054705
Recommendations
Cites work
- scientific article; zbMATH DE number 3954145 (Why is no real title available?)
- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
- scientific article; zbMATH DE number 843191 (Why is no real title available?)
- scientific article; zbMATH DE number 3342557 (Why is no real title available?)
- A comparative study on nonlocal diffusion operators related to the fractional Laplacian
- A remark on nonlocal Neumann conditions for the fractional Laplacian
- An explicit formula for the Skorokhod map on \([0,a]\)
- An introduction to stochastic differential equations with reflection
- BOUNDARY PROBLEMS FOR FRACTIONAL LAPLACIANS
- Basic theory
- Brownian motion in trapping enclosures: steep potential wells, bistable wells and false bistability of induced Feynman–Kac (well) potentials
- Can one see \(\alpha\)-stable variables and processes?
- Censored stable processes
- Computing the Ground and First Excited States of the Fractional Schrödinger Equation in an Infinite Potential Well
- Discretization error for a two-sided reflected Lévy process
- Eigenvalues and Eigenfunctions for Stable Processes
- Eigenvalues of the fractional Laplace operator in the interval
- Fluctuations of Lévy processes with applications. Introductory lectures
- Fractional Laplacians : a short survey
- Fractional calculus for power functions and eigenvalues of the fractional Laplacian
- Large \(s\)-harmonic functions and boundary blow-up solutions for the fractional Laplacian
- Loss Rates for Lévy Processes with Two Reflecting Barriers
- Lévy flights and nonlocal quantum dynamics
- Lévy processes with two-sided reflection
- Non-Gaussian behavior of reflected fractional Brownian motion
- Nonlocal problems with Neumann boundary conditions
- Nonlocally induced (fractional) bound states: shape analysis in the infinite Cauchy well
- Nontangential Convergence for ?-harmonic Functions
- Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian
- Reflecting Lévy Processes and Associated Families of Linear Operators
- Solving fractional Schrödinger-type spectral problems: Cauchy oscillator and Cauchy well
- Spectral characteristics of steady-state Lévy flights in confinement potential profiles
- Spectral properties of the Cauchy process on half-line and interval
- Stochastic Equations for Diffusion Processes in a Bounded Region. II
- Stochastic Processes Connected With Harmonic Functions
- Stochastic simulation: Algorithms and analysis
- Stochastic-Process Limits
- Sweetest taboo processes
- Ten equivalent definitions of the fractional Laplace operator
- The Boundary Value Problems and Semi-Groups Associated with Certain Integro-Differential Operators
- Ultrarelativistic (Cauchy) spectral problem in the infinite well
Cited in
(9)- 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
- Levy processes in bounded domains: Path-wise reflection scenarios and signatures of confinement
- A stable Langevin model with diffusive-reflective boundary conditions
- Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection
This page was built for publication: Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5054705)