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