Pages that link to "Item:Q1074953"

The following pages link to Stochastic differential equations for multi-dimensional domain with reflecting boundary (Q1074953):

Displaying 50 items.

• Reflected generalized BSDEs with random time and applications (Q380746) (← links)
• Numerical schemes for multivalued backward stochastic differential systems (Q424108) (← links)
• Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
• A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (Q426974) (← links)
• Stochastic variational inequalities with oblique subgradients (Q432510) (← links)
• One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients (Q451172) (← links)
• Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain (Q462309) (← links)
• Reflected rough differential equations (Q491926) (← links)
• Stochastic variational inequalities on non-convex domains (Q499539) (← links)
• Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme (Q550027) (← links)
• An approximation scheme for reflected stochastic differential equations (Q550161) (← links)
• The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
• Mean-field reflected backward stochastic differential equations (Q712528) (← links)
• Existence of solutions for second-order differential inclusions involving proximal normal cones (Q715168) (← links)
• On approximate continuity and the support of reflected stochastic differential equations (Q726801) (← links)
• Hitting time of a corner for a reflected diffusion in the square (Q731709) (← links)
• A non-convex setup for multivalued differential equations driven by oblique subgradients (Q744152) (← links)
• Stabilities of shape identification inverse problems in a Bayesian framework (Q777122) (← links)
• Limit distribution of a one-dimensional reflecting process of jump type (Q841432) (← links)
• Skorohod problem and multivalued stochastic evolution equations in Banach spaces (Q871046) (← links)
• Optimal stopping with private information (Q900599) (← links)
• Stochastic variational inequalities of parabolic type (Q914256) (← links)
• A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (Q945137) (← links)
• Numerical simulation of multi dimensional reflecting geometrical Brownian motion and its application to mathematical finance (Q1000032) (← links)
• On the equation describing the random motion of mutually reflecting molecules (Q1185156) (← links)
• Singular ergodic control for multidimensional Gaussian processes (Q1185812) (← links)
• The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations (Q1187100) (← links)
• Skorohod problems with nonsmooth boundary conditions (Q1196862) (← links)
• The submartingale problem for Brownian motion in a cone with non-constant oblique reflection (Q1203355) (← links)
• On reflecting diffusion processes and Skorokhod decompositions (Q1203941) (← links)
• The probabilistic solution of the third boundary value problem for second order elliptic equations (Q1263887) (← links)
• On stability and existence of solutions of SDEs with reflection at the boundary (Q1275931) (← links)
• Multivalued Skorohod problem (Q1307496) (← links)
• White noise driven SPDEs with reflection (Q1326302) (← links)
• On approximation of solutions of multidimensional SDE's with reflecting boundary conditions (Q1327545) (← links)
• Reflected solutions of backward stochastic differential equations with continuous coefficient (Q1365170) (← links)
• On directional derivatives of Skorokhod maps in convex polyhedral domains (Q1650088) (← links)
• Double barrier reflected BSDEs with stochastic Lipschitz coefficient (Q1697203) (← links)
• The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition (Q1751955) (← links)
• Homogenization and propagation of chaos to a nonlinear diffusion with sticky reflection (Q1804995) (← links)
• An infinite system of Brownian balls with infinite range interaction. (Q1879482) (← links)
• The heat equation and reflected Brownian motion in time-dependent domains. (Q1879869) (← links)
• Euler's approximations of solutions of SDEs with reflecting boundary. (Q1888782) (← links)
• Some remarks on approximation of solutions of SDE's with reflecting boundary conditions (Q1897664) (← links)
• Euler scheme for reflected stochastic differential equations (Q1897665) (← links)
• Approximations for stochastic differential equations with reflecting convex boundaries (Q1904549) (← links)
• A system of infinitely many mutually reflecting Brownian balls in \(\mathbb{R}^ d\) (Q1912572) (← links)
• Brownian motion in a wedge with variable reflection: Existence and uniqueness (Q1922071) (← links)
• Reflected backward doubly stochastic differential equations with discontinuous coefficients (Q1944842) (← links)
• Reflected BSDEs with random default time and related mixed optimal stopping-control problems (Q1945980) (← links)