Pages that link to "Item:Q2365757"

The following pages link to SDEs with oblique reflection on nonsmooth domains (Q2365757):

Displaying 50 items.

• Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506) (← links)
• Stochastic variational inequalities with oblique subgradients (Q432510) (← links)
• Spinning Brownian motion (Q491185) (← links)
• Stochastic variational inequalities on non-convex domains (Q499539) (← links)
• The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
• Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection (Q838307) (← links)
• Stationary distributions for diffusions with inert drift (Q843701) (← links)
• A characterization of the reflected quasipotential (Q901246) (← links)
• SDEs with oblique reflections on nonsmooth domains (Q948751) (← links)
• Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity (Q948942) (← links)
• A Dirichlet process characterization of a class of reflected diffusions (Q984443) (← links)
• Skorohod problems with nonsmooth boundary conditions (Q1196862) (← links)
• State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits (Q1296747) (← links)
• Dynamical systems and variational inequalities (Q1308651) (← links)
• Optimal consumption of a divisible durable good (Q1606182) (← links)
• Limit theorems and the support of SDES with oblique reflections on nonsmooth domains (Q1645144) (← links)
• Approximating diffusion reflections at elastic boundaries (Q1663750) (← links)
• Particle representations for stochastic partial differential equations with boundary conditions (Q1663890) (← links)
• Optimal liquidation under stochastic liquidity (Q1691443) (← links)
• The heat equation and reflected Brownian motion in time-dependent domains. (Q1879869) (← links)
• Euler's approximations of solutions of SDEs with reflecting boundary. (Q1888782) (← links)
• Brownian motion in a wedge with variable reflection: Existence and uniqueness (Q1922071) (← links)
• Some applications of linear programming formulations in stochastic control (Q1935294) (← links)
• Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
• Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections (Q1943324) (← links)
• Existence and uniqueness of reflecting diffusions in cusps (Q1990215) (← links)
• Obliquely reflected backward stochastic differential equations (Q2028961) (← links)
• Reflected Brownian motion with singular drift (Q2040041) (← links)
• An optimal extraction problem with price impact (Q2041026) (← links)
• Penalty method for obliquely reflected diffusions (Q2058439) (← links)
• An approximation scheme for reflected stochastic differential equations with non-Lipschitzian coefficients (Q2116492) (← links)
• Consumption-investment optimization problem in a Lévy financial model with transaction costs and Làdlàg strategies (Q2190061) (← links)
• Singular control of the drift of a Brownian system (Q2238968) (← links)
• Càdlàg rough differential equations with reflecting barriers (Q2239254) (← links)
• Markov selection for constrained martingale problems (Q2279331) (← links)
• White noise driven SPDEs with oblique reflection: existence and uniqueness (Q2325900) (← links)
• Invariance for stochastic differential systems with time-dependent constraining sets (Q2354177) (← links)
• Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763) (← links)
• Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522) (← links)
• Stochastic and partial differential equations on non-smooth time-dependent domains (Q2419966) (← links)
• An invariance principle for semimartingale reflecting Brownian motions in domains with piecewise smooth boundaries (Q2455064) (← links)
• A \(d\)-person differential game with state space constraints (Q2480786) (← links)
• Existence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limit (Q2481135) (← links)
• The submartingale problem for a class of degenerate elliptic operators (Q2642926) (← links)
• Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
• A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions (Q2678963) (← links)
• Strong solutions to reflecting stochastic differential equations with singular drift (Q2680393) (← links)
• Irreversible reinsurance: a singular control approach (Q2682993) (← links)
• Numerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission control (Q3017923) (← links)
• INFINITELY MANY BROWNIAN GLOBULES WITH BROWNIAN RADII (Q3069756) (← links)