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.
Citation
Yasumasa SAISHO. "Limit Distribution of a One-dimensional Reflecting Process of Jump Type." Tokyo J. Math. 32 (1) 1 - 17, June 2009. https://doi.org/10.3836/tjm/1249648405
Information
Published: June 2009
First available in Project Euclid: 7 August 2009
zbMATH: 1178.60056
MathSciNet: MR2541150
Digital Object Identifier: 10.3836/tjm/1249648405
Rights: Copyright © 2009 Publication Committee for the Tokyo Journal of Mathematics
