Pages that link to "Item:Q3477753"
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The following pages link to On Stochastic Differential Equations with Reflecting Barriers (Q3477753):
Displaying 15 items.
- On symmetric and skew Bessel processes (Q444357) (← links)
- Sticky Brownian motions and a probabilistic solution to a two-point boundary value problem (Q830521) (← links)
- A singular control model with application to the goodwill problem (Q952745) (← links)
- Stochastic differential equations with jump reflection at time-dependent barriers (Q988679) (← links)
- A singular control problem with an expected and a pathwise ergodic performance criterion (Q995849) (← links)
- On stability and existence of solutions of SDEs with reflection at the boundary (Q1275931) (← links)
- Stochastic integral equations for Walsh semimartingales (Q1650115) (← links)
- A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524) (← links)
- On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570) (← links)
- One-dimensional stochastic differential equations with generalized and singular drift (Q2447741) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- The two-barrier problem for continuously differentiable processes (Q3991649) (← links)
- Markov processes with spatial delay: Path space characterization, occupation time and properties (Q5361988) (← links)
- Stochastic differential equations with time-dependent reflecting barriers (Q5411893) (← links)
- Computational Science - ICCS 2004 (Q5712716) (← links)
