Stochastic Equations for Diffusion Processes in a Bounded Region. II
From MaRDI portal
Publication:5600514
Cited in
(48)- Log-optimal investment in the long run with proportional transaction costs when using shadow prices.
- Captive diffusions and their applications to order-preserving dynamics
- Propagation of chaos for the Keller-Segel equation over bounded domains
- Large deviation principles for stochastic volatility models with reflection
- Stochastic variational inequalities on non-convex domains
- Instantaneous control of Brownian motion with a positive lead time
- Sandwiched SDEs with unbounded drift driven by Hölder noises
- On a family of coupled diffusions that can never change their initial order
- Distribution dependent reflecting stochastic differential equations
- Diffusion in Media with Membranes and Some Nonlocal Parabolic Problems
- Brownian motion in a wedge with variable reflection: Existence and uniqueness
- Reflected Brownian motion with singular drift
- The Convergence Problem in Mean Field Games with Neumann Boundary Conditions
- Fluid limits for QB-CSMA with polynomial rates, homogenization and reflection
- Sticky nonlinear SDEs and convergence of McKean-Vlasov equations without confinement
- On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
- Pathwise McKean-Vlasov theory with additive noise
- Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement
- Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows
- Reflected stochastic differential equations driven by standard and fractional Brownian motion
- Captive jump processes for bounded random systems with discontinuous dynamics
- A stochastic analysis of a network with two levels of service
- Portfolio Choice with Transaction Costs: A User’s Guide
- Penalty method for obliquely reflected diffusions
- Some remarks on approximation of solutions of SDE's with reflecting boundary conditions
- Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition
- Multivalued monotone stochastic differential equations with jumps
- Weak solutions of mean-field stochastic differential equations and application to zero-sum stochastic differential games
- Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme
- Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance
- Numerical schemes for multivalued backward stochastic differential systems
- 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
- Sticky couplings of multidimensional diffusions with different drifts
- Large deviations for the boundary local time of doubly reflected Brownian motion
- Stationary points in coalescing stochastic flows on \(\mathbb{R}\)
- Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
- Formulae for the derivative of the Poincaré constant of Gibbs measures
- Stochastic spikes and strong noise limits of stochastic differential equations
- Heat kernel for reflected diffusion and extension property on uniform domains
- A scaling analysis of a transient stochastic network
- Reflected stochastic differential equations driven by \(G\)-Brownian motion in non-convex domains
- Zero-diffusion limit for aggregation equations over bounded domains
- Boundary approximation for sticky jump-reflected processes on the half-line
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems
- From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers
- A transportation inequality for reflected SPDEs on infinite spatial domain
- Càdlàg Skorokhod problem driven by a maximal monotone operator
- Sweeping processes perturbed by rough signals
This page was built for publication: Stochastic Equations for Diffusion Processes in a Bounded Region. II
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5600514)
