Pages that link to "Item:Q1134449"
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The following pages link to Stochastic differential equations with reflecting boundary condition in convex regions (Q1134449):
Displaying 50 items.
- Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (Q256518) (← links)
- Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
- Modelling biochemical reaction systems by stochastic differential equations with reflection (Q306774) (← links)
- Forward and backward filtering based on backward stochastic differential equations (Q326375) (← 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)
- Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation (Q378033) (← 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)
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
- Reflected rough differential equations (Q491926) (← links)
- Stochastic variational inequalities on non-convex domains (Q499539) (← links)
- Explicit formula for the optimal government debt ceiling (Q513084) (← 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)
- An explicit representation of the extended Skorokhod map with two time-dependent boundaries (Q609726) (← links)
- Large deviations for a simple closed queueing model (Q688643) (← links)
- Limit non-stationary behavior of large closed queueing networks with bottlenecks (Q688645) (← links)
- On approximate continuity and the support of reflected stochastic differential equations (Q726801) (← links)
- Hitting time of a corner for a reflected diffusion in the square (Q731709) (← links)
- A non-convex setup for multivalued differential equations driven by oblique subgradients (Q744152) (← links)
- Stochastic variational inequalities associated with elasto-plastic torsion (Q744173) (← links)
- Lipschitz approximation of the sweeping (or Moreau) process (Q752958) (← links)
- Differential inclusions with nonstationary maximal monotone operators (Q755957) (← links)
- Stabilities of shape identification inverse problems in a Bayesian framework (Q777122) (← links)
- Diffusion equation for multivalued stochastic differential equations (Q786457) (← links)
- On the singular control of exchange rates (Q827148) (← links)
- Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection (Q838307) (← links)
- Limit distribution of a one-dimensional reflecting process of jump type (Q841432) (← links)
- Existence and stability for Fokker-Planck equations with log-concave reference measure (Q842388) (← links)
- Integration by parts formulae for Wiener measures on a path space between two curves (Q863478) (← links)
- Shy couplings (Q863489) (← links)
- Skorohod problem and multivalued stochastic evolution equations in Banach spaces (Q871046) (← links)
- Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\) (Q910102) (← links)
- Stochastic variational inequalities of parabolic type (Q914256) (← links)
- Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity (Q948942) (← links)
- Stochastic differential equations with jump reflection at time-dependent barriers (Q988679) (← links)
- Evolution problems in spaces of probability measures (Q989344) (← links)
- Numerical simulation of multi dimensional reflecting geometrical Brownian motion and its application to mathematical finance (Q1000032) (← links)
- Diffusion with interactions and collisions between coloured particles and the propagation of chaos (Q1072267) (← links)
- Stochastic differential equations for multi-dimensional domain with reflecting boundary (Q1074953) (← links)
- A propagation of chaos result for Burgers' equation (Q1079290) (← links)
- Neumann type boundary conditions for Hamilton-Jacobi equations (Q1080051) (← links)
- Propagation of chaos for diffusing particles of two types with singular mean field interaction (Q1083130) (← links)
- Reflected Brownian motion with skew symmetric data in a polyhedral domain (Q1085898) (← links)
- A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion (Q1103289) (← links)
- On a degenerate variational inequality with Neumann boundary conditions (Q1148545) (← links)
- Approximation from the exterior of a multifunction and its applications in the ''sweeping process'' (Q1176610) (← links)
- The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations (Q1187100) (← links)
