Some remarks on approximation of solutions of SDE's with reflecting boundary conditions (Q1897664): Difference between revisions

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+Leszek Slominski
@@ Property / author: Leszek Slominski / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+Strong Solutions of Stochastic Differential Equations with Boundary Conditions
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+On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
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@@ Property / cites work @@
+Q4695110
@@ Property / cites work: Q4695110 / rank @@
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@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary conditions
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@@ Property / cites work @@
+Stochastic differential equations for multi-dimensional domain with reflecting boundary
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+Stochastic Equations for Diffusion Processes in a Bounded Region. II
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@@ Property / cites work @@
+On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions
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@@ Property / cites work @@
+On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
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@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary condition in convex regions
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@@ Property / cites work @@
+Q3935220
@@ Property / cites work: Q3935220 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0378-4754(93)e0073-e
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@@ Property / OpenAlex ID @@
+W1977625484
@@ Property / OpenAlex ID: W1977625484 / rank @@
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