Pages that link to "Item:Q1318336"

The following pages link to On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary (Q1318336):

Displaying 16 items.

• Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain (Q462309) (← links)
• Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes (Q495705) (← links)
• Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients (Q1956527) (← links)
• Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic (Q2302275) (← links)
• On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570) (← links)
• The heavy traffic limit of an unbalanced generalized processor sharing model (Q2476397) (← links)
• On reflected Stratonovich stochastic differential equations (Q2512855) (← links)
• The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary (Q2658013) (← links)
• Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains (Q2664536) (← links)
• Strong solutions to reflecting stochastic differential equations with singular drift (Q2680393) (← links)
• Some integral functionals of reflected SDEs and their applications in finance (Q3169213) (← links)
• On some properties of sticky Brownian motion (Q3384671) (← links)
• INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL (Q4635046) (← links)
• On the Generalized Drift Skorokhod Problem in One Dimension (Q4918558) (← links)
• Beyond Heavy-Traffic Regimes: Universal Bounds and Controls for the Single-Server Queue (Q4971400) (← links)
• Perturbations of singular fractional SDEs (Q6098996) (← links)