SDEs with oblique reflections on nonsmooth domains
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Publication:948751
DOI10.1214/07-AOP374zbMath1168.60019arXiv0809.4393MaRDI QIDQ948751
Publication date: 20 October 2008
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0809.4393
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
Related Items
Spinning Brownian motion, The Skorohod oblique reflection problem in time-dependent domains, Stationary distributions for diffusions with inert drift, Limit theorems and the support of SDES with oblique reflections on nonsmooth domains, Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts
Cites Work