SDEs with oblique reflections on nonsmooth domains

DOI10.1214/07-AOP374zbMATH Open1168.60019arXiv0809.4393MaRDI QIDQ948751FDOQ948751

Paul Dupuis, Hitoshi Ishii

Publication date: 20 October 2008

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: Correction to The Annals of Probability 21 (1993) 554--580 [1]

Full work available at URL: https://arxiv.org/abs/0809.4393

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zbMATH Keywords

oblique reflectionstochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• SDEs with oblique reflection on nonsmooth domains

Cited In (9)

• Limit theorems and the support of SDES with oblique reflections on nonsmooth domains
• Large Deviations for Additive Functionals of Reflected Jump-Diffusions
• The Skorohod oblique reflection problem in time-dependent domains
• Stationary distributions for diffusions with inert drift
• SDEs with oblique reflection on nonsmooth domains
• Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts
• Obliquely reflected Brownian motion in nonsmooth planar domains
• Spinning Brownian motion
• On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries

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