Pages that link to "Item:Q3732670"

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

Displaying 50 items.

• Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506) (← links)
• Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (Q256518) (← links)
• An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis (Q289517) (← links)
• Parabolic variational inequalities with generalized reflecting directions (Q317769) (← links)
• Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
• Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (Q334322) (← links)
• Reflection couplings and contraction rates for diffusions (Q343793) (← links)
• Optimality conditions for reflecting boundary control problems (Q354371) (← links)
• Reflected generalized BSDEs with random time and applications (Q380746) (← links)
• Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions (Q388844) (← links)
• Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients (Q402487) (← links)
• Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385) (← links)
• Numerical schemes for multivalued backward stochastic differential systems (Q424108) (← links)
• Stochastic variational inequalities with oblique subgradients (Q432510) (← links)
• Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain (Q462309) (← links)
• On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales (Q476744) (← links)
• The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513) (← links)
• Spinning Brownian motion (Q491185) (← links)
• Reflected rough differential equations (Q491926) (← links)
• Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes (Q495705) (← links)
• Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation (Q496961) (← links)
• Stochastic variational inequalities on non-convex domains (Q499539) (← links)
• Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (Q500866) (← links)
• Obstacle problems for parabolic SDEs with Hölder continuous diffusion: from weak to strong solutions (Q511274) (← links)
• Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme (Q550027) (← links)
• An approximation scheme for reflected stochastic differential equations (Q550161) (← links)
• The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
• Weak KAM aspects of convex Hamilton-Jacobi equations with Neumann type boundary conditions (Q619894) (← links)
• Pathwise differentiability for SDEs in a smooth domain with reflection (Q638409) (← links)
• Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
• Archimedes' principle for Brownian liquid (Q657689) (← links)
• A closed form solution to one dimensional Robin boundary problems (Q692683) (← links)
• Some results on stochastic differential equations with reflecting boundary conditions (Q702404) (← links)
• Existence of solutions for second-order differential inclusions involving proximal normal cones (Q715168) (← links)
• On approximate continuity and the support of reflected stochastic differential equations (Q726801) (← links)
• Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) (← links)
• Hitting time of a corner for a reflected diffusion in the square (Q731709) (← links)
• Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
• Stochastic differential equations on domains defined by multiple constraints (Q742989) (← links)
• A non-convex setup for multivalued differential equations driven by oblique subgradients (Q744152) (← links)
• Harvesting and seeding of stochastic populations: analysis and numerical approximation (Q782867) (← 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)