@article{AIHPB_1990__26_3_461_0, author = {Williams, R. J. and Zheng, Wei-An}, title = {On reflecting brownian motion - a weak convergence approach}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, volume = {26}, year = {1990}, pages = {461-488}, zbl = {0704.60081}, language = {en}, url = {http://dml.mathdoc.fr/item/AIHPB_1990__26_3_461_0} }
Williams, R. J.; Zheng, W. A. On reflecting brownian motion - a weak convergence approach. Annales de l'I.H.P. Probabilités et statistiques, Tome 26 (1990) pp. 461-488. http://gdmltest.u-ga.fr/item/AIHPB_1990__26_3_461_0/
[1] Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains, to appear in Ann. Prob.. | Zbl 0732.60090
, ,[2] The semimartingale structure of reflecting Brownian motion, to appear in Proc. Am. Math. Soc. | MR 1007487 | Zbl 0694.60075
, ,[3] Convergence of Probability Measures, John Wiley and Sons, new York, 1968. | MR 233396 | Zbl 0172.21201
,[4] Conservative diffusions, Comm. Math. Phys. 94, 293-316. | MR 763381 | Zbl 0558.60059
,[5] Geometric Measure Theory, Springer-Verlag, New York, 1969. | MR 257325 | Zbl 0176.00801
,[6] A construction of reflecting barrier Brownian motions for bounded domains, Osaka J. Math. 4 (1967), 183-215. | MR 231444 | Zbl 0317.60033
,[7] Dirichlet forms and Markov Processes, North-Holland, 1980. | MR 569058 | Zbl 0422.31007
,[8] Real and Abstract Analysis, Springer-Verlag, New York, 1965. | MR 367121 | Zbl 0137.03202
, ,[9] Reflecting Brownian Motion, Boundary Local Time, and the Neumann Boundary Value Problem, Ph.D. Dissertation, Stanford, 1984.
,[10] Stochastic differential equations with reflecting boundary conditions, Comm. Pure Appl. Math. 37 (1984), 511-537. | MR 745330 | Zbl 0598.60060
, ,[11] A crossing estimate for the canonical process on a Dirichlet space and a tightness result, Colloque Paul Levy sur les Processus Stochastiques, Asterisque, 157-158 (1988), 249-271. | Zbl 0654.60059
, ,[12] Tightness criteria for laws of semimartingales, Ann. Inst. Henri Poincaré, 20 (1984), N°4, 357-372. | Numdam | MR 771895 | Zbl 0551.60046
, ,[13] Stochastic differential equations for multi-dimensional domain with reflecting boundary, Prob. Theor. Rel. Fields, 74 (1987), 455-477. | MR 873889 | Zbl 0591.60049
,[14] Singular Integrals and Differentiability Properties of Functions, Princeton University Press, 1970. | MR 290095 | Zbl 0207.13501
,[15] Diffusion processes with boundary conditions, Comm. Pure Appl. Math. 24 (1971), 147-225. | MR 277037 | Zbl 0227.76131
, ,[16] Stochastic differential equations with reflecting boundary conditions in convex regions, Hiroshima Math. J. 9 (1979), 163-177. | MR 529332 | Zbl 0423.60055
,[17] Tightness results for laws of diffusion processes, Application to stochastic mechaniscs, Ann. Inst. Henri Poincaré 21 (1985), 103-124. | Numdam | MR 798890 | Zbl 0579.60050
,[18] Semimartingales in predictable random open sets, Séminaire de Probabilités XVI, Lect. Notes Math. 920 (1982), Springer-Verlag, 370-379. | Numdam | MR 658698 | Zbl 0481.60054
,