A Construction of Reflecting Levy Processes

Результат исследований: Научные публикации в периодических изданияхстатья

Выдержка

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.

Язык оригиналаанглийский
Страницы (с-по)71-74
Число страниц4
ЖурналDoklady Mathematics
Том99
Номер выпуска1
DOI
СостояниеОпубликовано - 1 янв 2019

Отпечаток

Lévy Process
Interval
Random Operators
Trajectory

Предметные области Scopus

  • Математика (все)

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

В: Doklady Mathematics, Том 99, № 1, 01.01.2019, стр. 71-74.

Результат исследований: Научные публикации в периодических изданияхстатья

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