On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions. II

DOI10.1215/kjm/1250523619zbMath0229.60038OpenAlexW1520121751MaRDI QIDQ2550248

Shinzo Watanabe

Publication date: 1971

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250523619

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05)

Related Items (9)

Hitting a boundary point by diffusions in the closed half space ⋮ Markov selection for constrained martingale problems ⋮ Sticky couplings of multidimensional diffusions with different drifts ⋮ The existence of solutions of a martingale problem ⋮ On uniqueness of solutions of the martingale problem ⋮ Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition ⋮ Penalty method for obliquely reflected diffusions ⋮ Autostabilizing nonlinear reflected process ⋮ Couplings and quantitative contraction rates for Langevin dynamics

This page was built for publication: On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions. II