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A Construction of Reflecting Levy Processes. / Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M.

In: Doklady Mathematics, Vol. 99, No. 1, 01.01.2019, p. 71-74.

Research output: Contribution to journal › Article › peer-review

Harvard

Ibragimov, IA, Smorodina, NV & Faddeev, MM 2019, 'A Construction of Reflecting Levy Processes', Doklady Mathematics, vol. 99, no. 1, pp. 71-74. https://doi.org/10.1134/S1064562419010228

APA

Ibragimov, I. A., Smorodina, N. V., & Faddeev, M. M. (2019). A Construction of Reflecting Levy Processes. Doklady Mathematics, 99(1), 71-74. https://doi.org/10.1134/S1064562419010228

Vancouver

Ibragimov IA, Smorodina NV, Faddeev MM. A Construction of Reflecting Levy Processes. Doklady Mathematics. 2019 Jan 1;99(1):71-74. https://doi.org/10.1134/S1064562419010228

Author

Ibragimov, I. A. ; Smorodina, N. V. ; Faddeev, M. M. / A Construction of Reflecting Levy Processes. In: Doklady Mathematics. 2019 ; Vol. 99, No. 1. pp. 71-74.

BibTeX

@article{b6ac8ae440d74e9aa14b7421b8bc2633,
title = "A Construction of Reflecting Levy Processes",
abstract = " Abstract: For some classes of L{\'e}vy 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. ",
keywords = "DOMAIN PROBABILISTIC REPRESENTATIONS, BOUNDARY VALUE-PROBLEMS",
author = "Ibragimov, {I. A.} and Smorodina, {N. V.} and Faddeev, {M. M.}",
year = "2019",
month = jan,
day = "1",
doi = "10.1134/S1064562419010228",
language = "English",
volume = "99",
pages = "71--74",
journal = "Doklady Mathematics",
issn = "1064-5624",
publisher = "МАИК {"}Наука/Интерпериодика{"}",
number = "1",

}

RIS

TY - JOUR

T1 - A Construction of Reflecting Levy Processes

AU - Ibragimov, I. A.

AU - Smorodina, N. V.

AU - Faddeev, M. M.

PY - 2019/1/1

Y1 - 2019/1/1

N2 - 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.

AB - 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.

KW - DOMAIN PROBABILISTIC REPRESENTATIONS

KW - BOUNDARY VALUE-PROBLEMS

UR - http://www.scopus.com/inward/record.url?scp=85065874965&partnerID=8YFLogxK

UR - http://www.mendeley.com/research/construction-reflecting-l%C3%A9vy-processes

U2 - 10.1134/S1064562419010228

DO - 10.1134/S1064562419010228

M3 - Article

AN - SCOPUS:85065874965

VL - 99

SP - 71

EP - 74

JO - Doklady Mathematics

JF - Doklady Mathematics

SN - 1064-5624

IS - 1

ER -

ID: 42320208