A Construction of Reflecting Levy Processes

Research output: Contribution to journalArticlepeer-review

Abstract

Abstract: 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 operators that map functions defined on the interval boundaries into elements of L 2 on the whole interval.

Original languageEnglish
Pages (from-to)71-74
Number of pages4
JournalDoklady Mathematics
Volume99
Issue number1
DOIs
StatePublished - 1 Jan 2019

Scopus subject areas

  • Mathematics(all)

Keywords

  • DOMAIN PROBABILISTIC REPRESENTATIONS
  • BOUNDARY VALUE-PROBLEMS

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