Small double limit with reflecting Wentzel boundary condition (Q2066935): Difference between revisions
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Property / cites work: Large deviations for diffusion processes with homogenization and applications / rank | |||
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Property / cites work: On a Skorokhod problem with small double limit / rank | |||
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Property / cites work: A comparison of homogenization and large deviations, with applications to wavefront propagation / rank | |||
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Property / cites work: The Gaussian measure of shifted balls / rank | |||
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Property / cites work: Local times on the boundary for multi-dimensional reflecting diffusion / rank | |||
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Property / cites work: Q3344942 / rank | |||
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Latest revision as of 17:23, 27 July 2024
scientific article
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English | Small double limit with reflecting Wentzel boundary condition |
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Small double limit with reflecting Wentzel boundary condition (English)
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17 January 2022
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local time
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homogenization
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large deviations
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stochastic differential equation
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Wentzel boundary condition
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