Open AccessA construction of reflecting Lévy processes
Author(s) -
И. А. Ибрагимов,
N. V. Smorodina,
М. М. Фаддеев
Publication year - 2019
Publication title -
doklady akademii nauk. rossijskaâ akademiâ nauk
Language(s) - English
Resource type - Journals
ISSN - 0869-5652
DOI - 10.31857/s0869-56524845523-526
Subject(s) - interval (graph theory) , boundary (topology) , operator (biology) , reflection (computer programming) , process (computing) , mathematics , mathematical analysis , computer science , combinatorics , chemistry , biochemistry , repressor , transcription factor , gene , programming language , operating system
For some classes of Lévy Processes, the notion of reflection from an interval boundary is introduced. It is shown that trajectories of a reflecting process define random operator that map functions defined on the interval boundaries into elements of L2 on the whole interval.