Diffusions with reflection on an orthant and associated initial-boundary value problems
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3138396 (Why is no real title available?)
- scientific article; zbMATH DE number 3459377 (Why is no real title available?)
- scientific article; zbMATH DE number 3334738 (Why is no real title available?)
- On the uniqueness of solutions of stochastic differential equations
- Open Queueing Networks in Heavy Traffic
- Propriétés des dérivées tangentielles d'une intégrale de l'équation parabolique
- Propriétés des intégrales de l'équation parabolique normale
- Reflected Brownian motion on an orthant
- Étude de la solution fondamentale de l'équation parabolique
Cited in
(7)- Reflecting diffusions in an orthant: An introduction
- Forward equations for reflected diffusions with jumps
- Construction and decomposition of reflecting diffusions on Lipschitz domains with Hölder cusps
- Reflected diffusions defined via the extended Skorokhod map
- scientific article; zbMATH DE number 3850966 (Why is no real title available?)
- Directional derivatives of oblique reflection maps
- scientific article; zbMATH DE number 5123513 (Why is no real title available?)
This page was built for publication: Diffusions with reflection on an orthant and associated initial-boundary value problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q789823)
