Limit Distribution of a One-dimensional Reflecting Process of Jump Type

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Limit Distribution of a One-dimensional Reflecting Process of Jump Type

Yasumasa SAISHO

Source: Tokyo J. of Math. Volume 32, Number 1 (2009), 1-17.

Abstract

We construct a one dimensional stochastic process with reflecting barrier of jump type and investigate a limit distribution and stationary distribution of the process.

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.tjm/1249648405
Digital Object Identifier: doi:10.3836/tjm/1249648405
Zentralblatt MATH identifier: 05604231
Mathematical Reviews number (MathSciNet): MR2541150

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