Reflecting diffusions in an orthant: An introduction

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Publication:5943513

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zbMath0983.60076MaRDI QIDQ5943513

Sundareswaran Ramasubramanian, Srinivasan Balaji

Publication date: 24 April 2002

Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)

zbMATH Keywords

constant dispersion reflection field Skorokhod problem in an orthant variable drift

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (2)

Long time asymptotics for constrained diffusions in polyhedral domains ⋮ Exit time and invariant measure asymptotics for small noise constrained diffusions

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