Pages that link to "Item:Q702404"

The following pages link to Some results on stochastic differential equations with reflecting boundary conditions (Q702404):

Displaying 8 items.

• Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain (Q462309) (← links)
• The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
• Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients (Q1956527) (← links)
• A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations (Q2079550) (← links)
• Strong solutions to reflecting stochastic differential equations with singular drift (Q2680393) (← links)
• Some integral functionals of reflected SDEs and their applications in finance (Q3169213) (← links)
• A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems (Q5110218) (← links)
• Coupled stochastic systems of Skorokhod type: Well‐posedness of a mathematical model and its applications (Q6140734) (← links)