Noncoalescence for the Skorohod equation in a convex domain of R^ 2
From MaRDI portal
Recommendations
- Pathwise uniqueness for reflecting Brownian motion in Euclidean domains
- Skorohod problems with nonsmooth boundary conditions
- Uniqueness for the Skorokhod equation with normal reflection in Lipschitz domains
- On the noncoalescence of a two point Brownian motion reflecting on a circle
- scientific article; zbMATH DE number 18218
Cites work
- On the noncoalescence of a two point Brownian motion reflecting on a circle
- Small Random perturbation of dynamical systems with reflecting boundary
- Stochastic differential equations with reflecting boundary condition in convex regions
- Stochastic differential equations with reflecting boundary conditions
- Support d'un processus de r�flexion
Cited in
(13)- Asymptotic irrelevance of initial conditions for Skorohod reflection mapping on the nonnegative orthant
- Flows generated by stochastic equations with reflection
- Pathwise uniqueness for a SDE with non-Lipschitz coefficients.
- A stochastic target approach to Ricci flow on surfaces
- Reflection couplings and contraction rates for diffusions
- Efficient Markovian couplings: Examples and counterexamples.
- Efficient Markovian couplings: Examples and counterexamples
- Brownian earthworm
- Path collapse for multidimensional Brownian motion with rebirth
- On the noncoalescence of a two point Brownian motion reflecting on a circle
- Multiplicative functional for reflected Brownian motion via deterministic ODE
- Integration of Brownian vector fields.
- Spatial coupling of neutral measure-valued population models
This page was built for publication: Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q910102)
