Stochastic differential equations with sticky reflection and boundary diffusion (Q508460)
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English | Stochastic differential equations with sticky reflection and boundary diffusion |
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Stochastic differential equations with sticky reflection and boundary diffusion (English)
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7 February 2017
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stochastic differential equations
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sticky reflection
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boundary diffusions
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Wentzell boundary conditions
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strong Feller properties
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interacting particle systems
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singular interactions
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