Pages that link to "Item:Q606631"
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The following pages link to The Skorohod oblique reflection problem in time-dependent domains (Q606631):
Displayed 10 items.
- Markov modulation of a two-sided reflected Brownian motion with application to fluid queues (Q424487) (← links)
- On directional derivatives of Skorokhod maps in convex polyhedral domains (Q1650088) (← links)
- Approximating diffusion reflections at elastic boundaries (Q1663750) (← links)
- Explicit solutions of the extended Skorokhod problems in affine transformations of time-dependent strata (Q2046687) (← links)
- Stochastic and partial differential equations on non-smooth time-dependent domains (Q2419966) (← links)
- Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains (Q2804008) (← links)
- Reflected BSDE of Wiener-Poisson type in time-dependent domains (Q2811918) (← links)
- Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem (Q2813315) (← links)
- Asymptotic optimal tracking: feedback strategies (Q4584679) (← links)
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)