On oblique reflecting switched diffusion processes
Jai Heui Kim, Jung Hoon Song · Stochastic Analysis and Applications · 2000
In this paper, we construct an oblique reflecting switched diffusion process and give the Skorohod representation for this process by using the Dirichlet space theory. We show the tightness property for a sequence of these processes. To do this, we extend the Lyons–Zheng decomposition theorem to the oblique reflecting switched diffusion process