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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Lecture 1 (July 30). Generalized Skorokhod’s reflecting problem.

## Lecture 1 (July 30). Generalized Skorokhod’s reflecting problem.Add to your list(s) Download to your calendar using vCal - Andrey Pilipenko (National Academy of Sciences of Ukraine)
- Tuesday 30 July 2024, 10:00-11:00
- Seminar Room 2, Newton Institute.
If you have a question about this talk, please contact nobody. SSD - Stochastic systems for anomalous diffusion The Skorokhod reflection was used in 1961 to create a reflected diffusion on the half-line. Later, it was used for processes with jumps such as reflected Lévy processes. Like a Brownian motion, which is a weak limit of random walks, reflected processes on the half-line serve as weak limits of random walks with switching regimes at zero: one regime away from zero, the other around zero. We develop a general theory of this regime change and prove convergence to a function with generalized reflection. Our results are deterministic and can be applied to a wide class of stochastic processes. Applications include storage processes, heavy traffic limits, diffusion on a half-line with a combination of continuous reflection, jump exit, and a delay at 0. This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
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