scientific article; zbMATH DE number 605470

MaRDI QIDQ4301018zbMATH OpenFDO

Authors Yasumasa Saisho

Publication date 17 November 1994

zbMATH Keywords

random motion of finitely many reflecting objectsstochastic differential equation

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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Cited in

(8)

• On the equation describing the random motion of mutually reflecting molecules
• Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts
• Stochastic variational inequalities with oblique subgradients
• The Skorohod oblique reflection problem in time-dependent domains
• Well-posedness of stochastic variational inequalities with discontinuous drifts
• Maximum likelihood estimation for nonlinear reflected stochastic differential equations
• McKean–Vlasov stochastic differential equations with oblique reflection on non-smooth time-dependent domains
• Brownian dynamics of globules

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