Extended Lévy's theorem for a two-sided reflection
DOI10.1214/24-ECP576zbMATH Open1546.60145MaRDI QIDQ6597231FDOQ6597231
Authors: Benjamin Housley 
Publication date: 3 September 2024
Published in: Electronic Communications in Probability (Search for Journal in Brave)
diffusion processlocal timenormal reflectionreflecting Brownian motion with driftSkorokhod mapLévy's theoremtwo-sided reflecting Brownian motion
Diffusion processes (60J60) Brownian motion (60J65) Boundary theory for Markov processes (60J50) Local time and additive functionals (60J55) Stochastic systems in control theory (general) (93E03)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift
- An explicit formula for the Skorokhod map on \([0,a]\)
- Structural properties of reflected Lévy processes
- Strong Solutions of Stochastic Differential Equations with Boundary Conditions
- Double Skorokhod Map and Reneging Real-Time Queues
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