On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Queueing Simulation in Heavy Traffic / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong Solutions of Stochastic Differential Equations with Boundary Conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multiclass feedback queueing network with a regular Skorokhod problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of strong solutions for Itô's stochastic equations via approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3765384 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON CONTROLLED DIFFUSION PROCESSES WITH UNBOUNDED COEFFICIENTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: On diffusion approximation with discountinuous coefficients. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Stochastic Differential Equations with Reflecting Boundary Condition in Convex Domains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Euler scheme for reflected stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations with reflecting boundary conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic equations and krylov's estimates for semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3979063 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximations for stochastic differential equations with reflecting convex boundaries / rank
 
Normal rank
Property / cites work
 
Property / cites work: On stability and existence of solutions of SDEs with reflection at the boundary / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Stochastic Differential Equations with Reflecting Barriers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Euler's Approximations of Weak Solutions of Reflecting SDEs with Discontinuous Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete Approximations of Strong Solutions of Reflecting SDEs with Discontinuous Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Euler's Approximations of Solutions of Reflecting SDEs with Discontinuous Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4845599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5618806 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On approximation of solutions of multidimensional SDE's with reflecting boundary conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4875705 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Euler's approximations of solutions of SDEs with reflecting boundary. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations with reflecting boundary condition in convex regions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Euler scheme with irregular coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary / rank
 
Normal rank

Latest revision as of 22:01, 9 July 2024

scientific article
Language Label Description Also known as
English
On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients
scientific article

    Statements

    On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (English)
    0 references
    1 April 2015
    0 references
    stochastic differential equations
    0 references
    reflecting boundary condition
    0 references
    discrete approximation schemes
    0 references
    stochastic integrals
    0 references
    convergence in law
    0 references
    \(L^p\)-convergence
    0 references
    Skorokhod problem
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references