Stochastic Equations for Diffusion Processes in a Bounded Region. II

DOI10.1137/1107002zbMATH Open0201.49302OpenAlexW2059900018WikidataQ56560402 ScholiaQ56560402MaRDI QIDQ5600514FDOQ5600514

Authors: Anatolii V. Skorokhod 

Publication date: 1962

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

Full work available at URL: https://doi.org/10.1137/1107002

Cited In (48)

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• On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
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• Zero-diffusion limit for aggregation equations over bounded domains
• Sandwiched SDEs with unbounded drift driven by Hölder noises
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• The Convergence Problem in Mean Field Games with Neumann Boundary Conditions
• Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement
• A scaling analysis of a transient stochastic network
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• Propagation of chaos for the Keller-Segel equation over bounded domains
• Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition
• Description of an ecological niche for a mixed local/nonlocal dispersal: an evolution equation and a new Neumann condition arising from the superposition of Brownian and Lévy processes
• Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
• Captive diffusions and their applications to order-preserving dynamics
• Stochastic variational inequalities on non-convex domains
• Pathwise McKean-Vlasov theory with additive noise
• Multivalued monotone stochastic differential equations with jumps
• Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme
• Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows
• Brownian motion in a wedge with variable reflection: Existence and uniqueness
• A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems
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• Diffusion in Media with Membranes and Some Nonlocal Parabolic Problems
• Formulae for the derivative of the Poincaré constant of Gibbs measures
• From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers
• Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains
• Sweeping processes perturbed by rough signals
• Boundary approximation for sticky jump-reflected processes on the half-line

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