Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion
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- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve
- Doubly perturbed jump-diffusion processes
- Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients
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- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process
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- Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps
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- Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema
- Large deviations for perturbed reflected diffusion processes
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- ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS
- Smooth densities of the laws of perturbed diffusion processes
- An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions
- Limit laws of transient excited random walks on integers
- Some calculations for doubly perturbed Brownian motion
- Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary
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