For some classes of Lévy Processes, the notion of reflection from an interval boundary is introduced. It is shown that trajectories of a reflecting process define random operator that map functions defined on the interval boundaries into elements of L2 on the whole interval.
Original language
Russian
Pages (from-to)
523-526
Number of pages
4
Journal
Доклады Академии наук
Volume
484
Issue number
5
State
Published - 2019
Research areas
cлучайные процессы, initial boundary value problem, limit theorems, local time, random processes, локальное время, начально-краевая задача, предельные теоремы
