IX: 35, 534-554, LNM 465 (1975)
EL KAROUI, Nicole
Processus de réflexion dans ${\bf R}^n$ (
Diffusion theory)
In the line of the seminar on diffusions
419 this talk presents the theory of diffusions in a half space with continuous coefficients and a boundary condition on the boundary hyperplane involving a reflexion part, but more general than the pure reflexion case considered by Stroock-Varadhan (
Comm. Pure Appl. Math.,
24, 1971). The point of view is that of martingale problems
Comment: This talk is a late publication of work done by the author in 1971
Keywords: Boundary reflection,
Local timesNature: Original
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