On reflecting diffusion processes and Skorokhod decompositions

Author:

Chen Zhen-Qing

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference41 articles.

1. Ahlfors, L.V.: Complex analysis, 3rd edn. New York: McGraw-Hill 1979

2. Bass, R.F., Hsu, P.: Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains. Ann. Probab.19, 486–508 (1991).

3. Bass, R.F., Hsu, P.: The semimartingale structure of reflecting Brownian motion. Proc. Am. Math. Soc.108, 1007–1010 (1990).

4. Billingsley, P.: Convergence of probability measures. New York:Wiley 1969

5. Blumenthal, R.M., Getoor, R.K.: Markov processes and potential theory. New York London: Academic Press 1968

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