scientific article; zbMATH DE number 3509523

MaRDI QIDQ4089589zbMATH OpenFDO

Authors Nicole El Karoui

Publication date 1975

Full work available at URL http://www.numdam.org/item?id=SPS_1975__9__534_0, https://eudml.org/doc/113060

Cited in

(9)

• Hitting a boundary point by diffusions in the closed half space
• Brownian motion in a wedge with variable reflection: Existence and uniqueness
• Càdlàg rough differential equations with reflecting barriers
• Reflected stochastic differential equations driven by G-Brownian motion with nonlinear resistance
• scientific article; zbMATH DE number 3582989 (Why is no real title available?)
• Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation
• Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients
• Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme
• Well-posedness and stability analysis of two classes of generalized stochastic volatility models

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