Diffusion processes with boundary conditions
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(only showing first 100 items - show all)- Neumann Bessel heat kernel monotonicity
- Transcience/recurrence for normally reflected Brownian motion in unbounded domains
- Hitting a boundary point by diffusions in the closed half space
- Reflected Brownian motion with skew symmetric data in a polyhedral domain
- Hitting of submanifolds by diffusions
- Controlled diffusion processes on infinite horizon with the overtaking criterion
- On the convergence of policy iteration for controlled diffusions
- A limit theorem for stochastic acceleration
- Dual processes and their application to infinite interacting systems
- Singular ergodic control for multidimensional Gaussian processes
- The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations
- Skorohod problems with nonsmooth boundary conditions
- The submartingale problem for Brownian motion in a cone with non-constant oblique reflection
- Stochastic calculus and degenerate boundary value problems
- On reflected Dirichlet spaces
- On reflecting diffusion processes and Skorokhod decompositions
- Probabilistic methods for finite difference approximations to degenerate elliptic and parabolic equations with Neumann and Dirichlet boundary conditions
- Optimal control of diffusion processes with reflection
- Statistical problems for stochastic processes with boundary conditions
- Stochastic processes in a finite space interval
- A limit theorem for turbulent diffusion
- The existence of solutions of a martingale problem
- Nearest neighbor birth and death processes on the real line
- Boundary layers and homogenization of transport processes
- On uniqueness of solutions of the martingale problem
- Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
- System of interacting particles and nonlinear diffusion reflecting in a domain with sticky boundary
- The probabilistic solution of the third boundary value problem for second order elliptic equations
- Autostabilizing nonlinear reflected process
- On stability and existence of solutions of SDEs with reflection at the boundary
- On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary
- Reflected Brownian motion in Lipschitz domains with oblique reflection
- Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes
- Reflected Brownian motion in a cone: Semimartingale property
- The adjoint process of killed reflected Brownian motion in a cone and applications
- Stochastic integral equations for Walsh semimartingales
- Particle representations for stochastic partial differential equations with boundary conditions
- A martingale problem for an absorbed diffusion: the nucleation phase of condensing zero range processes
- Nonparametric estimation of scalar diffusions based on low frequency data
- Uniqueness for diffusions degenerating at the boundary of a smooth bounded set
- Coupled Brownian motions and partial domain monotonicity for the Neumann heat kernel
- Asymptotics of the principal eigenvalue and expected hitting time for positive recurrent elliptic operators in a domain with a small puncture
- Reflecting Brownian snake and a Neumann-Dirichlet problem.
- The heat equation and reflected Brownian motion in time-dependent domains.
- On classical solutions of boundary value problems for certain nonlinear integro-differential equations
- Continuous approximations of the machine repair system
- Brownian motion in a wedge with variable reflection: Existence and uniqueness
- Formulae for the derivative of the Poincaré constant of Gibbs measures
- Generalized threshold latent variable model
- Reflected Brownian motion with singular drift
- Boundary conditions and polymeric drag reduction for the Navier-Stokes equations
- Penalty method for obliquely reflected diffusions
- Diffusion smoothing for spatial point patterns
- Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition
- Birth and death processes in interactive random environments
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- Stabilization of DLA in a wedge
- Reflecting Brownian motion in the \(d\)-ball
- Markov selection for constrained martingale problems
- Sticky couplings of multidimensional diffusions with different drifts
- Brosamler's formula revisited and extensions
- Gravitation versus Brownian motion
- Discrete approximations to reflected Brownian motion
- Regulating functions on partially ordered sets
- Characterization of stationary distributions of reflected diffusions
- Linkage disequilibrium in two-locus, finite, random mating models without selection or mutation
- Reflected stochastic differential equations driven by G-Brownian motion with nonlinear resistance
- On a decomposition of symmetric diffusions with reflecting boundary conditions.
- The submartingale problem for a class of degenerate elliptic operators
- Optimal inventory control with path-dependent cost criteria
- A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION
- Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition
- Mean field games models of segregation
- A gradient estimate on a manifold with convex boundary
- Reflecting Brownian Motion in a Cusp
- Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
- A martingale method for the convergence of a sequence of processes to a jump-diffusion process
- Using fuel to control a process to a goal
- Reflected brownian motion in a wedge: Semimartingale property
- Last exit decompositions and regularity at the boundary of transition probabilities
- A stochastic approximation scheme and convergence theorem for particle interactions with perfectly reflecting boundary conditions
- Hypercontractivity Estimates for Nonselfadjoint Diffusion Semigroups
- Diffusion processes in nonequilibrium thermodynamics
- Brownian Motion With Polar Drift
- A viability approach to the skorohod problem
- scientific article; zbMATH DE number 4034202 (Why is no real title available?)
- On a multiplicative functional transformation arising in nonlinear filtering theory
- On extremal solutions of martingale problems
- Some solvable stochastic control problemst†
- scientific article; zbMATH DE number 3748182 (Why is no real title available?)
- Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
- Diffusion processes associated with L�vy generators
- scientific article; zbMATH DE number 3538602 (Why is no real title available?)
- The regular expansion in the neumann problems for elliptic equations
- Control of jump processes and applications
- On almost sure optimization for stochastic control systems
- A note on lower bounds estimates for the Neumann eigenvalues of manifolds with positive Ricci curvature
- Critical random forests
- Asymptotic optimal tracking: feedback strategies
- On constrained Langevin equations and (bio)chemical reaction networks
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