Pages that link to "Item:Q3732670"
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The following pages link to Stochastic differential equations with reflecting boundary conditions (Q3732670):
Displayed 50 items.
- Hitting time of a corner for a reflected diffusion in the square (Q731709) (← links)
- Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated (Q799035) (← links)
- The hot spots problem in planar domains with on hole (Q816610) (← links)
- Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection (Q838307) (← links)
- Ergodic BSDEs and related PDEs with Neumann boundary conditions (Q841486) (← links)
- Existence and stability for Fokker-Planck equations with log-concave reference measure (Q842388) (← links)
- Stationary distributions for diffusions with inert drift (Q843701) (← links)
- Large deviations analysis for distributed algorithms in an ergodic Markovian environment (Q843968) (← links)
- The problem of optimal control with reflection studied through a linear optimization problem stated on occupational measures (Q847330) (← links)
- On the first passage times of reflected O-U processes with two-sided barriers (Q855182) (← links)
- Integration by parts formulae for Wiener measures on a path space between two curves (Q863478) (← links)
- Shy couplings (Q863489) (← links)
- Skorohod problem and multivalued stochastic evolution equations in Banach spaces (Q871046) (← links)
- Viability of moving sets for a nonlinear Neumann problem (Q875267) (← links)
- Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous \(N\)-particle systems with singular interactions (Q886129) (← links)
- Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\) (Q910102) (← links)
- Stochastic variational inequalities of parabolic type (Q914256) (← links)
- A counterexample to a.s. constructions (Q917147) (← links)
- Nonlinear limit for a system of diffusing particles which alternate between two states (Q919721) (← links)
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184) (← links)
- A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (Q945137) (← links)
- Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity (Q948942) (← links)
- Continuous dependence results for non-linear Neumann type boundary value problems (Q952097) (← links)
- Optimal dividend payments in the stochastic Ramsey model (Q963030) (← links)
- A stochastic approach to a multivalued Dirichlet-Neumann problem (Q980999) (← links)
- Simulation of diffusions by means of importance sampling paradigm (Q990386) (← links)
- Queueing systems with many servers: null controllability in heavy traffic (Q997402) (← links)
- Numerical simulation of multi dimensional reflecting geometrical Brownian motion and its application to mathematical finance (Q1000032) (← links)
- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (Q1003821) (← links)
- Problèmes de Neumann quasilinéaires. (Quasilinear Neumann problems) (Q1067093) (← links)
- Stochastic differential equations for multi-dimensional domain with reflecting boundary (Q1074953) (← links)
- Linear oblique derivative problems for the uniformly elliptic Hamilton- Jacobi-Bellman equation (Q1076240) (← links)
- Neumann type boundary conditions for Hamilton-Jacobi equations (Q1080051) (← links)
- Reflected Brownian motion with skew symmetric data in a polyhedral domain (Q1085898) (← links)
- Controlled diffusion processes on infinite horizon with the overtaking criterion (Q1098487) (← links)
- A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion (Q1103289) (← links)
- On the equation describing the random motion of mutually reflecting molecules (Q1185156) (← links)
- Singular ergodic control for multidimensional Gaussian processes (Q1185812) (← links)
- The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations (Q1187100) (← links)
- Skorohod problems with nonsmooth boundary conditions (Q1196862) (← links)
- The submartingale problem for Brownian motion in a cone with non-constant oblique reflection (Q1203355) (← links)
- On reflected Dirichlet spaces (Q1203936) (← links)
- On reflecting diffusion processes and Skorokhod decompositions (Q1203941) (← links)
- Diffusion approximation for \(GI/G/1\) controlled queues (Q1205367) (← links)
- System of interacting particles and nonlinear diffusion reflecting in a domain with sticky boundary (Q1263173) (← links)
- Deterministic equivalent for a continuous linear-convex stochastic control problem (Q1263565) (← links)
- The probabilistic solution of the third boundary value problem for second order elliptic equations (Q1263887) (← links)
- Optimal risk and dividend control for a company with a debt liability (Q1265921) (← links)
- Autostabilizing nonlinear reflected process (Q1272906) (← links)
- On stability and existence of solutions of SDEs with reflection at the boundary (Q1275931) (← links)