Folding representations of reflected diffusions

David Itkin; Ioannis Karatzas

Folding representations of reflected diffusions

Probability 2026-07-30 v1

Authors: David Itkin , Ioannis Karatzas

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.

Cite

@article{arxiv.2607.28004,
  title  = {Folding representations of reflected diffusions},
  author = {David Itkin and Ioannis Karatzas},
  journal= {arXiv preprint arXiv:2607.28004},
  year   = {2026}
}

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36 pages