Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M. Reflecting Lévy processes and associated families of linear operators. (English. Russian original) Zbl 1480.60213 Theory Probab. Appl. 64, No. 3, 335-354 (2019); translation from Teor. Veroyatn. Primen. 64, No. 3, 417-441 (2019). Cited in 1 Document MSC: 60J25 Continuous-time Markov processes on general state spaces 60G51 Processes with independent increments; Lévy processes 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 47D07 Markov semigroups and applications to diffusion processes Keywords:random process; initial boundary value problem; limit theorem; local time PDF BibTeX XML Cite \textit{I. A. Ibragimov} et al., Theory Probab. Appl. 64, No. 3, 335--354 (2019; Zbl 1480.60213); translation from Teor. Veroyatn. Primen. 64, No. 3, 417--441 (2019) Full Text: DOI OpenURL References: [1] A. V. Skorokhod, Stochastic equations for diffusion processes in a bounded region, Theory Probab. Appl., 6 (1961), pp. 264–274. [2] A. Pilipenko, An Introduction to Stochastic Differential Equations with Reflection, Lectures in Pure Appl. Math. 1, Universitätsverlag, Potsdam, 2014. [3] I. A. Ibragimov, N. V. Smorodina, and M. M. Faddeev, Initial boundary value problems in a bounded domain: Probabilistic representations of solutions and limit theorems. I, Theory Probab. Appl., 61 (2017), pp. 632–648. · Zbl 06823440 [4] I. A. Ibragimov, N. V. Smorodina, and M. M. Faddeev, Initial boundary value problems in a bounded domain: Probabilistic representations of solutions and limit theorems. II, Theory Probab. Appl., 62 (2018), pp. 356–372. · Zbl 1406.35090 [5] K. Sato and H. Tanaka, Local times on the boundary for multidimensional reflecting diffusion, Proc. Japan Acad., 38 (1962), pp. 699–702. · Zbl 0138.11302 [6] K. Itô and H. P. McKean, Jr., Diffusion Processes and Their Sample Paths, Grundlehren Math. Wiss. 125, Academic Press, New York, 1965. This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.