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

DOI10.1137/1108006MaRDI QIDQ5328461zbMATH OpenOpenAlexFDO

Authors 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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