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- Publisher
- Springer International Publishing
- Copyright
- © The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2020
- ISBN
- 978-3-030-57512-0
- Pages
- 3 –35
- DOI
- 10.1007/978-3-030-57513-7_1
- Publisher site
- See Chapter on Publisher Site
Abstract
[These notes were written with the occasion of the XIII Symposium on Probability and Stochastic Processes at UNAM. We will introduce general reflected diffusions with instantaneous reflection when hitting the boundary. Two main tools for studying these processes are presented: the submartingale problem, and stochastic differential equations. We will see how these two complement each other. In the last sections, we will see in detail two processes to which this theory applies nicely, and uniqueness of a stationary distribution holds for them, despite the fact they are degenerate.]
Published: Oct 17, 2020