Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

Stochastic Analysis: A Series of LecturesReflections on Reflections

Stochastic Analysis: A Series of Lectures: Reflections on Reflections [Reflection of a path is a perturbation that is sufficiently powerful to substantially change many properties of a stochastic process and yet sufficiently structured to be amenable to rigorous analysis. There seems to be no well-defined theory of reflected processes in the same sense as there is no well-defined theory of Brownian motion. Instead, the basic idea has a number of incarnations and generates many interesting questions. These notes contain a review of some directions of research concerned with reflected paths.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

Stochastic Analysis: A Series of LecturesReflections on Reflections

Part of the Progress in Probability Book Series (volume 68)
Editors: Dalang, Robert C.; Dozzi, Marco; Flandoli, Franco; Russo, Francesco
Burdzy, Krzysztof
Stochastic Analysis: A Series of Lectures — May 15, 2015
Download PDF
32 pages

Loading next page...
 
/lp/springer-journals/stochastic-analysis-a-series-of-lectures-reflections-on-reflections-qwhnHZcMIO

References (0)

References for this paper are not available at this time. We will be adding them shortly, thank you for your patience.

Publisher
Springer Basel
Copyright
© Springer Basel 2015
ISBN
978-3-0348-0908-5
Pages
189 –220
DOI
10.1007/978-3-0348-0909-2_7
Publisher site
See Chapter on Publisher Site

Abstract

[Reflection of a path is a perturbation that is sufficiently powerful to substantially change many properties of a stochastic process and yet sufficiently structured to be amenable to rigorous analysis. There seems to be no well-defined theory of reflected processes in the same sense as there is no well-defined theory of Brownian motion. Instead, the basic idea has a number of incarnations and generates many interesting questions. These notes contain a review of some directions of research concerned with reflected paths.]

Published: May 15, 2015

Keywords: Reflections; Brownian motion; spectral analysis; Primary 60J65; Secondary 35P99

There are no references for this article.