Small Random perturbation of dynamical systems with reflecting boundary

Cited in

(47)

Neumann type boundary conditions for Hamilton-Jacobi equations
System of interacting particles and nonlinear diffusion reflecting in a domain with sticky boundary
Multivalued Skorohod problem
The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition
Large deviations results for the exit problem with characteristic boundary
On positive recurrence of constrained diffusion processes
Generalized motion by mean curvature with Neumann conditions and the Allen-Cahn model for phase transitions
Perturbed GUE minor process and Warren's process with drifts
On the multi-dimensional skew Brownian motion
Fluid limits of a loss storage network
Metastability in stochastic replicator dynamics
A stochastic analysis of a network with two levels of service
On a Skorokhod problem with small double limit
Scaling limit for Brownian motions with one-sided collisions
An explicit formula for the Skorokhod map on \([0,a]\)
Large deviations and functional iterated logarithm law for diffusion process with reflecting boundary
Regulating functions on partially ordered sets
Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts
Mean field games models of segregation
A NOTE ON THE SMOLUCHOWSKI–KRAMERS APPROXIMATION FOR THE LANGEVIN EQUATION WITH REFLECTION
Brownian motion in a wedge with oblique reflection
Stochastic differential equations with reflecting boundary conditions
Near critical catalyst reactant branching processes with controlled immigration
Support d'un processus de r�flexion
On mathematical foundation of the Brownian motor theory
Small perturbations of random evolution equations with reflection in Hölder norm
Reflected rough differential equations
General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
On mean field games models for exhaustible commodities trade
A scaling analysis of a transient stochastic network
Join the shortest queue with many servers. The heavy-traffic asymptotics
Large deviations for multivalued stochastic differential equations
A stochastic approach to the Cauchy-Neumann problem for systems of nonlinear parabolic equations
Stochastic Model of the Cauchy–Neumann Problem for Nonlinear Parabolic Equations
On Reflected Diffusions in Cones and Cylinders
Limit theorems for reflected Ornstein-Uhlenbeck processes
Rough differential equations containing path-dependent bounded variation terms
Boundary conditions for nonlocal one-sided pseudo-differential operators and the associated stochastic processes
Long-time behavior of finite and infinite dimensional reflected Brownian motions
Small double limit comparison with reflecting Wentzell boundary condition
Stochastic model of the Cauchy-Robin problem for systems of nonlinear parabolic equations
On approximate continuity and the support of reflected stochastic differential equations
Sensitivity analysis for diffusion processes constrained to an orthant
A characterization of the reflected quasipotential
Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\)
Stochastic transport theory for porous media
Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity

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