Pages that link to "Item:Q2544527"

The following pages link to On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions (Q2544527):

Displaying 31 items.

• On the uniqueness of solutions of stochastic differential equations with singular drifts (Q578743) (← links)
• Stochastic theory of population genetics (Q1056690) (← links)
• On the existence of solutions of stochastic differential equations with singular drifts (Q1071381) (← links)
• Controlled diffusion processes on infinite horizon with the overtaking criterion (Q1098487) (← links)
• On stochastic differential equations characterizing some singular diffusion processes (Q1168650) (← links)
• Singular ergodic control for multidimensional Gaussian processes (Q1185812) (← links)
• The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations (Q1187100) (← links)
• Statistical problems for stochastic processes with boundary conditions (Q1240965) (← links)
• The existence of solutions of a martingale problem (Q1257292) (← links)
• On uniqueness of solutions of the martingale problem (Q1259367) (← links)
• Autostabilizing nonlinear reflected process (Q1272906) (← links)
• On the semimartingale representation of reflecting Brownian motion in a cusp (Q1326330) (← links)
• Brownian motion in a wedge with variable reflection: Existence and uniqueness (Q1922071) (← links)
• Penalty method for obliquely reflected diffusions (Q2058439) (← links)
• Propagation of chaos: a review of models, methods and applications. II: Applications (Q2088753) (← links)
• Fiscal stimulus as an optimal control problem (Q2145819) (← links)
• Càdlàg rough differential equations with reflecting barriers (Q2239254) (← links)
• Markov selection for constrained martingale problems (Q2279331) (← links)
• Sticky couplings of multidimensional diffusions with different drifts (Q2291973) (← links)
• Couplings and quantitative contraction rates for Langevin dynamics (Q2327938) (← links)
• Gravitation versus Brownian motion (Q2337834) (← links)
• Backward doubly SDEs and semilinear stochastic PDEs in a convex domain (Q2402424) (← links)
• Some singular diffusion processes and their associated stochastic differential equations (Q3917272) (← links)
• Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
• Reflected Backward SDEs in a Convex Polyhedron (Q4992727) (← links)
• Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
• Splitting Algorithms for Rare Events of Semimartingale Reflecting Brownian Motions (Q5084494) (← links)
• The calculus of boundary processes (Q5186516) (← links)
• Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains (Q5384790) (← links)
• A mean field game model of firm-level innovation (Q6175725) (← links)
• Sticky nonlinear SDEs and convergence of McKean-Vlasov equations without confinement (Q6606156) (← links)