Pages that link to "Item:Q3732670"

The following pages link to Stochastic differential equations with reflecting boundary conditions (Q3732670):

Displaying 50 items.

• Statistical analysis of the influence of conspecifics on the dispersal of a soil collembola. (Q1427307) (← links)
• The adjoint process of killed reflected Brownian motion in a cone and applications (Q1577733) (← links)
• Optimal consumption of a divisible durable good (Q1606182) (← links)
• On directional derivatives of Skorokhod maps in convex polyhedral domains (Q1650088) (← links)
• Approximating diffusion reflections at elastic boundaries (Q1663750) (← links)
• On Neumann problems for nonlocal Hamilton-Jacobi equations with dominating gradient terms (Q1674626) (← links)
• Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
• 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 (Q1751955) (← links)
• On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary (Q1759988) (← links)
• Interplay between dividend rate and business constraints for a financial corporation (Q1769413) (← links)
• A nonzero-sum stochastic differential game in the orthant (Q1771389) (← links)
• An existence theorem for weak solutions of stochastic differential equations with discontinuous right-hand sides and with reflection at the boundary (Q1778172) (← links)
• Homogenization and propagation of chaos to a nonlinear diffusion with sticky reflection (Q1804995) (← links)
• Quelques remarques sur les problèmes elliptiques quasilinéaires du second ordre. (Some remarks on second order quasilinear elliptic problems) (Q1820311) (← links)
• A boundary property of semimartingale reflecting Brownian motions (Q1822143) (← links)
• A counter-example to the characterization of the discontinuous value function of control problems with reflection (Q1854678) (← links)
• Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval (Q1872309) (← links)
• On the maximum workload of a queue fed by fractional Brownian motion. (Q1872490) (← links)
• Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions. (Q1873194) (← links)
• Reflecting Brownian snake and a Neumann-Dirichlet problem. (Q1877534) (← links)
• An infinite system of Brownian balls with infinite range interaction. (Q1879482) (← links)
• The heat equation and reflected Brownian motion in time-dependent domains. (Q1879869) (← links)
• Fluctuations for \(\nabla \varphi \) interface model on a wall. (Q1888765) (← links)
• Euler's approximations of solutions of SDEs with reflecting boundary. (Q1888782) (← links)
• Some remarks on approximation of solutions of SDE's with reflecting boundary conditions (Q1897664) (← links)
• Euler scheme for reflected stochastic differential equations (Q1897665) (← links)
• Approximations for stochastic differential equations with reflecting convex boundaries (Q1904549) (← links)
• A system of infinitely many mutually reflecting Brownian balls in \(\mathbb{R}^ d\) (Q1912572) (← links)
• Brownian motion in a wedge with variable reflection: Existence and uniqueness (Q1922071) (← links)
• Multiplicative functional for reflected Brownian motion via deterministic ODE (Q1928864) (← links)
• The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687) (← links)
• Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections (Q1943324) (← links)
• Optimal control of a big financial company with debt liability under bankrupt probability constraints (Q1946948) (← links)
• Shy couplings, \(\mathrm{CAT}(0)\) spaces, and the lion and man (Q1951689) (← links)
• Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients (Q1956527) (← links)
• Formulae for the derivative of the Poincaré constant of Gibbs measures (Q1979892) (← links)
• Analysis of a two-layer neural network via displacement convexity (Q1996787) (← links)
• Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
• On the multi-dimensional skew Brownian motion (Q2018564) (← links)
• Obliquely reflected backward stochastic differential equations (Q2028961) (← links)
• A neural network-based policy iteration algorithm with global \(H^2\)-superlinear convergence for stochastic games on domains (Q2031059) (← links)
• Reflected Brownian motion with singular drift (Q2040041) (← links)
• Risk-sensitive ergodic control of reflected diffusion processes in orthant (Q2041018) (← links)
• Explicit solutions of the extended Skorokhod problems in affine transformations of time-dependent strata (Q2046687) (← links)
• Boundary conditions and polymeric drag reduction for the Navier-Stokes equations (Q2049599) (← links)
• Penalty method for obliquely reflected diffusions (Q2058439) (← links)
• Periodic solution of stochastic process in the distributional sense (Q2064542) (← links)
• Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
• Non-uniqueness for reflected rough differential equations (Q2077326) (← links)
• Noise-driven bifurcations in a neural field system modelling networks of grid cells (Q2081404) (← links)