Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes

Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes. Yamada, K. Stochastic Process. Appl., 52(1):135–164, 1994.

Paper doi bibtex

@article{MR1289173,
	Author = {Yamada, Keigo},
	Coden = {STOPB7},
	Date-Added = {2011-08-26 15:08:50 -0500},
	Date-Modified = {2017-10-13 18:41:41 +0000},
	Doi = {10.1016/0304-4149(94)90105-8},
	Fjournal = {Stochastic Processes and their Applications},
	Impreso = {1},
	Issn = {0304-4149},
	Journal = {Stochastic Process. Appl.},
	Keywords = {Sticky Brownian Motion},
	Mrclass = {60J25 (60K30)},
	Mrnumber = {1289173 (96a:60059)},
	Mrreviewer = {Haya Kaspi},
	Number = {1},
	Pages = {135--164},
	Title = {Reflecting or sticky {M}arkov processes with {L}\'evy generators as the limit of storage processes},
	Url = {http://dx.doi.org/10.1016/0304-4149(94)90105-8},
	Volume = {52},
	Year = {1994},
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	Bdsk-Url-1 = {http://dx.doi.org/10.1016/0304-4149(94)90105-8}}

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