scientific article; zbMATH DE number 870183
From MaRDI portal
Publication:4875705
Recommendations
Cited in
(12)- On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients
- Existence and large-time asymptotics for solutions of semilinear parabolic systems with measure data
- Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales
- scientific article; zbMATH DE number 4178265 (Why is no real title available?)
- EVENTUAL ASYMPTOTIC STABILITY FOR STOCHASTIC DIFFERNTIAL EQUATIONS WITH RESPECT TO SEMIMARTINGALES
- Asymptotic error distributions for the Euler method for stochastic differential equations
- Exponential stability of stochastic differential equations driven by discontinuous semimartingales
- On reflected Stratonovich stochastic differential equations
- Penalization methods for the Skorokhod problem and reflecting SDEs with jumps
- scientific article; zbMATH DE number 1537452 (Why is no real title available?)
- Euler's approximations of solutions of SDEs with reflecting boundary.
- On a decomposition of symmetric diffusions with reflecting boundary conditions.
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4875705)