Perturbations singulieres et solutions stochastiques de problèmes de D. Neumann-Spencer

zbMATH Open0349.60062MaRDI QIDQ1234960FDOQ1234960

Hélène Airault

Publication date: 1976

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35)

Cited In (7)

• Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection
• Bismut-Elworthy's formula and random walk representation for SDEs with reflection
• Brownian earthworm
• Multiplicative Functional for the Heat Equation on Manifolds with Boundary
• A Feynman-Kac formula for differential forms on manifolds with boundary and geometric applications
• Multiplicative functional for reflected Brownian motion via deterministic ODE
• Heat flow regularity, Bismut-Elworthy-Li's derivative formula, and pathwise couplings on Riemannian manifolds with Kato bounded Ricci curvature

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