Pages that link to "Item:Q682466"
From MaRDI portal
The following pages link to A Stefan-type stochastic moving boundary problem (Q682466):
Displayed 12 items.
- A stochastic Stefan-type problem under first-order boundary conditions (Q1617128) (← links)
- Second order approximations for limit order books (Q1788823) (← links)
- A diffusion approximation for limit order book models (Q2010486) (← links)
- Numerical difference solution of moving boundary random Stefan problems (Q2104389) (← links)
- Forward invariance and Wong-Zakai approximation for stochastic moving boundary problems (Q2195112) (← links)
- Stefan problems for reflected SPDEs driven by space-time white noise (Q2289817) (← links)
- A reflected moving boundary problem driven by space-time white noise (Q2303978) (← links)
- Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier (Q2657918) (← links)
- Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models (Q5126683) (← links)
- Doubly nonlinear stochastic evolution equations (Q5128713) (← links)
- A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409) (← links)
- Doubly nonlinear stochastic evolution equations. II. (Q6163567) (← links)