On Reflected Diffusions in Cones and Cylinders

DOI10.1007/S11253-024-02288-WMaRDI QIDQ6495808zbMATH OpenFDO

Authors Oleksii Kulyk, Andrey Yu. Pilipenko, Sylvie Rœlly

Publication date 2 May 2024

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11253-024-02288-W

Mathematics Subject Classification ID

Stochastic processes (60Gxx) Stochastic analysis (60Hxx) Markov processes (60Jxx)

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Cites work

• An introduction to stochastic differential equations with reflection
• Brownian motion in a wedge with oblique reflection
• Characterization of stationary distributions of reflected diffusions
• Diffusion processes with boundary conditions
• Elliptic problems in domains with piecewise smooth boundaries
• Ergodic behavior of Markov processes. With applications to limit theorems
• Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
• scientific article; zbMATH DE number 3915290 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 51509 (Why is no real title available?)
• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On Brownian motion on the plane with membranes on rays with a common endpoint
• On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
• On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries
• Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
• Reflected brownian motion in a wedge: Semimartingale property
• Reflected Brownian motion on an orthant
• Reflected Brownian motion with skew symmetric data in a polyhedral domain
• Reflected diffusions defined via the extended Skorokhod map
• Reflecting Brownian Motion in a Cusp
• Small Random perturbation of dynamical systems with reflecting boundary
• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Stochastic differential equations with reflecting boundary condition in convex regions
• Stochastic differential equations with reflecting boundary conditions

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