The snapping out Brownian motion (Q303968): Difference between revisions

@@ Property / cites work @@
+Exact asymptotics for the probability of exit from a domain and applications to simulation
+Normal rank
@@ Property / cites work @@
+On the Robin problem in fractal domains
@@ Property / cites work: On the Robin problem in fractal domains / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian motion with singular drift
@@ Property / cites work: Brownian motion with singular drift / rank @@
+Normal rank
@@ Property / cites work @@
+Q4269108
@@ Property / cites work: Q4269108 / rank @@
+Normal rank
@@ Property / cites work @@
+From diffusions on graphs to Markov chains via asymptotic state lumping
+Normal rank
@@ Property / cites work @@
+Q3723577
@@ Property / cites work: Q3723577 / rank @@
+Normal rank
@@ Property / cites work @@
+On random walk simulation of one-dimensional diffusion processes with discontinuous coeffi\-cients
+Normal rank
@@ Property / cites work @@
+Diffusion Processes in One Dimension
@@ Property / cites work: Diffusion Processes in One Dimension / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion processes on graphs and the averaging principle
+Normal rank
@@ Property / cites work @@
+Random perturbations of Hamiltonian systems
@@ Property / cites work: Random perturbations of Hamiltonian systems / rank @@
+Normal rank
@@ Property / cites work @@
+Boundary Conditions for the Heat Equation in a Several-Dimensional Region
+Normal rank
@@ Property / cites work @@
+Q5619541
@@ Property / cites work: Q5619541 / rank @@
+Normal rank
@@ Property / cites work @@
+A construction of markov processes by piecing out
@@ Property / cites work: A construction of markov processes by piecing out / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion processes and their sample paths.
@@ Property / cites work: Diffusion processes and their sample paths. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Perturbation theory for linear operators.
@@ Property / cites work: Perturbation theory for linear operators. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3077855
@@ Property / cites work: Q3077855 / rank @@
+Normal rank
@@ Property / cites work @@
+On the constructions of the skew Brownian motion
@@ Property / cites work: On the constructions of the skew Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients
+Normal rank
@@ Property / cites work @@
+Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps
+Normal rank
@@ Property / cites work @@
+Q4695110
@@ Property / cites work: Q4695110 / rank @@
+Normal rank
@@ Property / cites work @@
+Euler scheme for reflected stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Renaissance, recollements, mélanges, ralentissement de processus de Markov
+Normal rank
@@ Property / cites work @@
+Generating Random Variates Using Transformations with Multiple Roots
+Normal rank
@@ Property / cites work @@
+The probabilistic solution of the third boundary value problem for second order elliptic equations
+Normal rank
@@ Property / cites work @@
+Non-homogeneous media and vibration theory
@@ Property / cites work: Non-homogeneous media and vibration theory / rank @@
+Normal rank
@@ Property / cites work @@
+Random Evolution Processes with Feedback
@@ Property / cites work: Random Evolution Processes with Feedback / rank @@
+Normal rank
@@ Property / cites work @@
+Partially Reflected Diffusion
@@ Property / cites work: Partially Reflected Diffusion / rank @@
+Normal rank