Title
Diffusion Processes with Reflection,Used
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In recent years diffusion processes with reflection have been subject of active research in the field of probability theory and stochastic analysis, where such reflected processes arise in quite various manners. The present work deals with two rather different types of reflected diffusion processes. In the first part we prove pathwise differentiabilty results for Skorohod SDEs with respect to the initial condition, in particular we consider processes on convex polyhedrons with oblique reflection at the boundary as well as processes on bounded smooth domains with normal reflection. In the second part a particle approximation of the Wasserstein diffusion is established, where the approximating process can be intepreted as a system of interacting Bessel processes with small Bessel dimension. More precisely, we introduce a reversible particle system, whose associated empirical measure process converges weakly to the Wasserstein diffusion in the highdensity limit. Moreover, we prove regularity properties of the approximating system, in particular Feller properties, using tools from harmonic analysis on weighted Sobolev spaces.
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We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
Returns
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We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Your payment information is processed securely. We do not store credit card details nor have access to your credit card information.
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