Pages that link to "Item:Q5600514"
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The following pages link to Stochastic Equations for Diffusion Processes in a Bounded Region. II (Q5600514):
Displayed 42 items.
- Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (Q256518) (← links)
- Numerical schemes for multivalued backward stochastic differential systems (Q424108) (← links)
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
- Stochastic variational inequalities on non-convex domains (Q499539) (← links)
- Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme (Q550027) (← links)
- On approximation of solutions of multidimensional SDE's with reflecting boundary conditions (Q1327545) (← links)
- Stochastic spikes and strong noise limits of stochastic differential equations (Q1742398) (← links)
- Some remarks on approximation of solutions of SDE's with reflecting boundary conditions (Q1897664) (← links)
- Brownian motion in a wedge with variable reflection: Existence and uniqueness (Q1922071) (← links)
- Formulae for the derivative of the Poincaré constant of Gibbs measures (Q1979892) (← links)
- Reflected Brownian motion with singular drift (Q2040041) (← links)
- Penalty method for obliquely reflected diffusions (Q2058439) (← links)
- Description of an ecological niche for a mixed local/nonlocal dispersal: an evolution equation and a new Neumann condition arising from the superposition of Brownian and Lévy processes (Q2069204) (← links)
- Sweeping processes perturbed by rough signals (Q2091533) (← links)
- Zero-diffusion limit for aggregation equations over bounded domains (Q2171892) (← links)
- Stationary points in coalescing stochastic flows on \(\mathbb{R}\) (Q2186655) (← links)
- A stochastic analysis of a network with two levels of service (Q2284385) (← links)
- Sticky couplings of multidimensional diffusions with different drifts (Q2291973) (← links)
- Large deviations for the boundary local time of doubly reflected Brownian motion (Q2339560) (← links)
- Càdlàg Skorokhod problem driven by a maximal monotone operator (Q2347447) (← links)
- Propagation of chaos for the Keller-Segel equation over bounded domains (Q2423245) (← links)
- Pathwise McKean-Vlasov theory with additive noise (Q2657942) (← links)
- Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition (Q2814784) (← links)
- Portfolio Choice with Transaction Costs: A User’s Guide (Q2847837) (← links)
- Multivalued monotone stochastic differential equations with jumps (Q2977582) (← links)
- Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games (Q3178443) (← links)
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
- Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement (Q5054705) (← links)
- Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes (Q5108224) (← links)
- Instantaneous Control of Brownian Motion with a Positive Lead Time (Q5108225) (← links)
- Captive diffusions and their applications to order-preserving dynamics (Q5161083) (← links)
- A Scaling Analysis of a Transient Stochastic Network (Q5169505) (← links)
- Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains (Q5384790) (← links)
- On a family of coupled diffusions that can never change their initial order (Q5878320) (← links)
- Sandwiched SDEs with unbounded drift driven by Hölder noises (Q6068847) (← links)
- Distribution dependent reflecting stochastic differential equations (Q6084687) (← links)
- Large deviation principles for stochastic volatility models with reflection (Q6111035) (← links)
- Boundary approximation for sticky jump-reflected processes on the half-line (Q6126953) (← links)
- The Convergence Problem in Mean Field Games with Neumann Boundary Conditions (Q6135326) (← links)
- Captive jump processes for bounded random systems with discontinuous dynamics (Q6144132) (← links)
- A transportation inequality for reflected SPDEs on infinite spatial domain (Q6192579) (← links)
- Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows (Q6202447) (← links)