DOI

We consider special one-dimensional Markov processes, namely, asymmetric jump Lévy processes, which have values in a given interval and reflect from the boundary points. We show that in this case, 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. This study is a continuation of our paper [Theory Probab. Appl., 64 (2019), 335–354], where a similar problem was solved for symmetric reflecting Lévy processes.

Язык оригиналаанглийский
Страницы (с-по)17-27
Число страниц11
ЖурналTheory of Probability and its Applications
Том67
Номер выпуска1
DOI
СостояниеОпубликовано - 2022

    Предметные области Scopus

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

ID: 96490697