Skorokhod decomposition for a reflected -strong Feller diffusion with singular drift-Reference-Cited by-同舟云学术

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Skorokhod decomposition for a reflected -strong Feller diffusion with singular drift

Published:2017-09-16 Issue:4 Volume:90 Page:539-568
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Baur Benedict¹,Grothaus Martin¹

Affiliation:

1. Department of Mathematics, University of Kaiserslautern, Kaiserslautern, Germany.

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2017.1371178

Reference34 articles.

1. Pure and Applied Mathematics;Adams R.A.,1975

2. Strong Feller properties for distorted Brownian motion and applications to finite particle systems with singular interactions

3. On pathwise uniqueness for reflecting Brownian motion in C1+γ domains

4. Uniqueness for reflecting Brownian motion in lip domains☆

5. The semimartingale structure of reflecting Brownian motion

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