Weak convergence of obliquely reflected diffusions
From MaRDI portal
Publication:1621707
DOI10.1214/17-AIHP843zbMath1401.60152arXiv1509.01778MaRDI QIDQ1621707
Publication date: 9 November 2018
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.01778
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries
- Reflected Brownian motion with skew symmetric data in a polyhedral domain
- Hitting of submanifolds by diffusions
- Reflected Brownian motion on an orthant
- Weak limit theorems for stochastic integrals and stochastic differential equations
- An invariance principle for semimartingale reflecting Brownian motions in an orthant
- Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
- Shape analysis via oriented distance functions
- Wijsman convergence: A survey
- Weak convergence of reflecting Brownian motions
- A boundary property of semimartingale reflecting Brownian motions
- An invariance principle for semimartingale reflecting Brownian motions in domains with piecewise smooth boundaries
- Triple and simultaneous collisions of competing Brownian particles
- Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line
- Convergence of Sequences of Convex Sets, Cones and Functions. II
This page was built for publication: Weak convergence of obliquely reflected diffusions