Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion
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- On pathwise uniqueness for reflecting Brownian motion in \(C^{1+\gamma}\) domains
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- Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes
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- Perturbations of singular fractional SDEs
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- Rough differential equations containing path-dependent bounded variation terms
- Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\)
- On Carathéodory approximate scheme for a class of one-dimensional doubly perturbed diffusion processes
- Stochastic optimal control of Lévy tax processes with bailouts
- Truncated Euler-Maruyama approximation for solving perturbed stochastic differential equations with reflected boundary
- Convergence of scaled asymptotically-free self-interacting random walks to Brownian motion perturbed at extrema
- Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps
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