Pages that link to "Item:Q850433"

The following pages link to Reflected diffusions defined via the extended Skorokhod map (Q850433):

Displaying 32 items.

• Three examples of Brownian flows on \(\mathbb{R}\) (Q479715) (← links)
• The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
• An explicit representation of the extended Skorokhod map with two time-dependent boundaries (Q609726) (← links)
• Hitting time of a corner for a reflected diffusion in the square (Q731709) (← links)
• Sensitivity analysis for diffusion processes constrained to an orthant (Q744381) (← links)
• Diffusions with reflection on an orthant and associated initial-boundary value problems (Q789823) (← links)
• Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity (Q948942) (← links)
• A Dirichlet process characterization of a class of reflected diffusions (Q984443) (← links)
• The Skorokhod problem in a time-dependent interval (Q1004400) (← links)
• On directional derivatives of Skorokhod maps in convex polyhedral domains (Q1650088) (← links)
• A Skorokhod map on measure-valued paths with applications to priority queues (Q1751972) (← links)
• Fluid and heavy traffic diffusion limits for a generalized processor sharing model (Q1872348) (← links)
• Explicit solutions of the extended Skorokhod problems in affine transformations of time-dependent strata (Q2046687) (← links)
• Shuffling cards by spatial motion (Q2169067) (← links)
• Pathwise differentiability of reflected diffusions in convex polyhedral domains (Q2337831) (← links)
• On the roughness of the paths of RBM in a wedge (Q2337835) (← links)
• Large closed queueing networks in semi-Markov environment and their application (Q2473316) (← links)
• The heavy traffic limit of an unbalanced generalized processor sharing model (Q2476397) (← links)
• Characterization of stationary distributions of reflected diffusions (Q2511552) (← links)
• A multidimensional ruin problem and an associated notion of duality (Q2816623) (← links)
• Asymptotic Optimality of Power-of-<i>d</i> Load Balancing in Large-Scale Systems (Q3387935) (← links)
• The Effective Bandwidth Problem Revisited (Q3548747) (← links)
• (Q3595906) (← links)
• On the Generalized Drift Skorokhod Problem in One Dimension (Q4918558) (← links)
• Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone (Q5000645) (← links)
• A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
• On the steady state of continuous-time stochastic opinion dynamics with power-law confidence (Q5152522) (← links)
• A Scaling Analysis of a Transient Stochastic Network (Q5169505) (← links)
• Join the Shortest Queue with Many Servers. The Heavy-Traffic Asymptotics (Q5219674) (← links)
• Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)
• Reflected Brownian motion with drift in a wedge (Q6195493) (← links)
• On Reflected Diffusions in Cones and Cylinders (Q6495808) (← links)