Pages that link to "Item:Q1879869"

The following pages link to The heat equation and reflected Brownian motion in time-dependent domains. (Q1879869):

Displaying 40 items.

• Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (Q334322) (← links)
• A probabilistic solution to the Stroock-Williams equation (Q465473) (← links)
• Gaussian lower bound for the Neumann Green function of a general parabolic operator (Q496798) (← links)
• A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042) (← links)
• Computation of the local time of reflecting Brownian motion and the probabilistic representation of the Neumann problem (Q510240) (← links)
• Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
• The heat equation in time dependent domains with insulated boundaries (Q596789) (← links)
• The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
• Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains (Q808544) (← links)
• An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
• Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve (Q963028) (← links)
• The Skorokhod problem in a time-dependent interval (Q1004400) (← links)
• The heat equation and reflected Brownian motion in time-dependent domains. II: Singularities of solutions. (Q1413966) (← links)
• On directional derivatives of Skorokhod maps in convex polyhedral domains (Q1650088) (← links)
• Reflections at infinity of time changed RBMs on a domain with Liouville branches (Q1651451) (← links)
• Potential theory, path integrals and the Laplacian of the indicator (Q1796110) (← links)
• The heat equation and reflected Brownian motion in time-dependent domains. (Q1879869) (← links)
• An integral equation approach for the valuation of American-style down-and-out calls with rebates (Q2006630) (← links)
• Boundary conditions and polymeric drag reduction for the Navier-Stokes equations (Q2049599) (← links)
• Deep coregionalization for the emulation of simulation-based spatial-temporal fields (Q2128339) (← links)
• Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness (Q2137785) (← links)
• Spectral decomposition of optimal asset-liability management (Q2271663) (← links)
• White noise driven SPDEs with oblique reflection: existence and uniqueness (Q2325900) (← links)
• Problems on time-varying domains: formulation, dynamics, and challenges (Q2346545) (← links)
• The maximum of a Lévy process reflected at a general barrier (Q2389233) (← links)
• Stochastic and partial differential equations on non-smooth time-dependent domains (Q2419966) (← links)
• Stochastic Lotka-Volterra competitive reaction-diffusion systems perturbed by space-time white noise: modeling and analysis (Q2656242) (← links)
• Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier (Q2657918) (← links)
• Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations (Q2672558) (← links)
• Characterization of the optimal policy for a multidimensional parabolic singular stochastic control problem (Q2813315) (← links)
• The First Passage Time Density of Brownian Motion and the Heat Equation with Dirichlet Boundary Condition in Time Dependent Domains (Q3389453) (← links)
• Pricing American-style Parisian up-and-out call options (Q4575271) (← links)
• A note on first passage probabilities of a L\'evy process reflected at a general barrier (Q4578306) (← links)
• Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
• A Lagrangian fluctuation–dissipation relation for scalar turbulence. Part II. Wall-bounded flows (Q4972416) (← links)
• Origin of enhanced skin friction at the onset of boundary-layer transition (Q5073467) (← links)
• A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge (Q5929871) (← links)
• Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
• A stochastic approach for elliptic problems in perforated domains (Q6639325) (← links)
• An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line (Q6658932) (← links)