Diffusion Processes with Reflection and Problems with a Directional Derivative on a Manifold with a Boundary

DOI10.1137/1108006zbMATH Open0124.34103OpenAlexW2029535532MaRDI QIDQ5328461FDOQ5328461

Mark Freidlin

Publication date: 1963

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1108006

zbMATH Keywords

probability theory

Cited In (3)

• Singular ergodic control for multidimensional Gaussian processes
• A stochastic approach to the Cauchy-Neumann problem for systems of nonlinear parabolic equations
• Stochastic Model of the Cauchy–Neumann Problem for Nonlinear Parabolic Equations

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