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arXiv · 2607.28004

Folding representations of reflected diffusions

David Itkin·Ioannis Karatzas
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Abstract

Diffusion processes with reflection, possibly oblique, on the boundary of a given sufficiently regular closed convex domain in Euclidean space, are constructed in a novel way via instantaneous transformations (``foldings") of suitable unconstrained diffusions.

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David Itkin, Ioannis Karatzas. 2026-07-30. Folding representations of reflected diffusions. https://arxiv.org/abs/2607.28004

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