Pages that link to "Item:Q853852"
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The following pages link to Boundary sensitivities for diffusion processes in time dependent domains (Q853852):
Displaying 18 items.
- The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
- Feynman-Kac's representation in time-space domains and sensitivity with respect to the domain (Q1409733) (← links)
- Explicit solutions of the extended Skorokhod problems in affine transformations of time-dependent strata (Q2046687) (← links)
- Stopped diffusion processes: boundary corrections and overshoot (Q2267543) (← links)
- Pathwise differentiability of reflected diffusions in convex polyhedral domains (Q2337831) (← links)
- An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
- Stochastic and partial differential equations on non-smooth time-dependent domains (Q2419966) (← links)
- Dynamics and spike trains statistics in conductance-based integrate-and-fire neural networks with chemical and electric synapses (Q2451077) (← links)
- Reflected BSDE of Wiener-Poisson type in time-dependent domains (Q2811918) (← links)
- On the Principle of not Feeling the Boundary for Diffusion Processes (Q4842051) (← links)
- On a probabilistic interpretation of shape derivatives of Dirichlet groundstates with application to Fermion nodes (Q4933351) (← links)
- Pricing American options by exercise rate optimization (Q4957236) (← links)
- Captive diffusions and their applications to order-preserving dynamics (Q5161083) (← links)
- Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (Q5326101) (← links)
- On a family of coupled diffusions that can never change their initial order (Q5878320) (← links)
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
- System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains (Q6166344) (← links)
- From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers (Q6665955) (← links)
