Reflected (Degenerate) Diffusions and Stationary Measures

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review


These notes were written with the occasion of the XIII Symposium on Probability and Stochastic Processes at UNAM. We will introduce general reflected diffusions with instantaneous reflection when hitting the boundary. Two main tools for studying these processes are presented: the submartingale problem, and stochastic differential equations. We will see how these two complement each other. In the last sections, we will see in detail two processes to which this theory applies nicely, and uniqueness of a stationary distribution holds for them, despite the fact they are degenerate.

Original languageEnglish
Title of host publicationProgress in Probability
PublisherBirkhauser Boston
Number of pages33
Publication statusPublished - 2020

Publication series

NameProgress in Probability
ISSN (Print)1050-6977
ISSN (Electronic)2297-0428

ASJC Scopus subject areas

  • Statistics and Probability
  • Applied Mathematics
  • Mathematical Physics
  • Mathematics (miscellaneous)


Dive into the research topics of 'Reflected (Degenerate) Diffusions and Stationary Measures'. Together they form a unique fingerprint.

Cite this