DOI

The paper is concerned with special one-dimensional Markov processes, which are Lévy processes defined on a finite interval and reflected from the boundary points of the interval. It is shown that in this setting, in addition to the standard semigroup of operators generated by the Markov process, there also appears the family of “boundary” random operators that send functions defined on the boundary of the interval to elements of the space L2 on the entire interval. In the case when the original process is a Wiener process, we show that these operators can be expressed in terms of the local time of the process on the boundary of the interval.

Язык оригиналаанглийский
Страницы (с-по)335-354
Число страниц20
ЖурналTheory of Probability and its Applications
Том64
Номер выпуска3
DOI
СостояниеОпубликовано - 1 янв 2019

    Предметные области Scopus

  • Теория вероятности и статистика
  • Статистика, теория вероятности и теория неопределенности

ID: 48923776