Geodesic
Reflecting Brownian motion in $d$-ball
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 28, Tome 486 (2019), pp. 158-177

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Following the works of I. A. Ibrahimov, N. V. Smorodina and M. M. Faddeev, we develop a new construction of the Brownian motion with reflection in $d$-ball. The main advantage of our new approach is that it allows one to construct reflecting Levy processes, whereas previous constructions are limited to diffusion processes. In our upcoming work we shall extend the results to the symmetric Levy processes in a smooth domain. 
@article{ZNSL_2019_486_a8,
     author = {P. N. Ievlev},
     title = {Reflecting {Brownian} motion in $d$-ball},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {158--177},
     publisher = {mathdoc},
     volume = {486},
     year = {2019},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2019_486_a8/}
}
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P. N. Ievlev. Reflecting Brownian motion in $d$-ball. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 28, Tome 486 (2019), pp. 158-177. http://geodesic.mathdoc.fr/item/ZNSL_2019_486_a8/