Reflected rough differential equations (Q491926): Difference between revisions

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-.1016/j.spa.2015.03.008
@@ Property / DOI: 10.1016/j.spa.2015.03.008 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H99
@@ Property / Mathematics Subject Classification ID: 60H99 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J65
@@ Property / Mathematics Subject Classification ID: 60J65 / rank @@
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@@ Property / zbMATH DE Number @@
+6473686
@@ Property / zbMATH DE Number: 6473686 / rank @@
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@@ Property / zbMATH Keywords @@
+reflected rough differential equations
@@ Property / zbMATH Keywords: reflected rough differential equations / rank @@
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@@ Property / zbMATH Keywords @@
+reflected stochastic differential equations
@@ Property / zbMATH Keywords: reflected stochastic differential equations / rank @@
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@@ Property / zbMATH Keywords @@
+rough path
@@ Property / zbMATH Keywords: rough path / rank @@
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@@ Property / zbMATH Keywords @@
+Skorokhod equation
@@ Property / zbMATH Keywords: Skorokhod equation / rank @@
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@@ Property / zbMATH Keywords @@
+Brownian motion
@@ Property / zbMATH Keywords: Brownian motion / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2074338760
@@ Property / OpenAlex ID: W2074338760 / rank @@
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@@ Property / arXiv ID @@
+.6104
@@ Property / arXiv ID: 1311.6104 / rank @@
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@@ Property / cites work @@
+Wong-Zakai Approximation of Solutions to Reflecting Stochastic Differential Equations on Domains in Euclidean Spaces II
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@@ Property / cites work @@
+Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
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@@ Property / cites work @@
+Small Random perturbation of dynamical systems with reflecting boundary
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@@ Property / cites work @@
+Stochastic analysis, rough path analysis and fractional Brownian motions.
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@@ Property / cites work @@
+Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
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@@ Property / cites work @@
+Support d'un processus de r�flexion
@@ Property / cites work: Support d'un processus de r�flexion / rank @@
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@@ Property / cites work @@
+On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
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@@ Property / cites work @@
+An approximation scheme for reflected stochastic differential equations
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@@ Property / cites work @@
+Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion
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@@ Property / cites work @@
+Differential equations driven by Gaussian signals
@@ Property / cites work: Differential equations driven by Gaussian signals / rank @@
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@@ Property / cites work @@
+Multidimensional Stochastic Processes as Rough Paths
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@@ Property / cites work @@
+Controlling rough paths
@@ Property / cites work: Controlling rough paths / rank @@
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@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary conditions
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@@ Property / cites work @@
+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
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@@ Property / cites work @@
+System Control and Rough Paths
@@ Property / cites work: System Control and Rough Paths / rank @@
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@@ Property / cites work @@
+Wong-zaksi approximations for reflecting stochastic differential equations
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@@ Property / cites work @@
+A transfer principle for multivalued stochastic differential equations
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@@ Property / cites work @@
+Support theorem for stochastic variational inequalities
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@@ Property / cites work @@
+Stochastic differential equations for multi-dimensional domain with reflecting boundary
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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 @@
+Euler's approximations of solutions of SDEs with reflecting boundary.
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@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary condition in convex regions
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@@ Property / cites work @@
+On the relation between ordinary and stochastic differential equations
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@@ Property / cites work @@
+An inequality of the Hölder type, connected with Stieltjes integration
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@@ Property / cites work @@
+Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain
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@@ Property / DOI @@
+.1016/J.SPA.2015.03.008
@@ Property / DOI: 10.1016/J.SPA.2015.03.008 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:491926