Autostabilizing nonlinear reflected process

DOI10.1016/S0007-4497(99)80003-7zbMath0914.60027OpenAlexW2043697032MaRDI QIDQ1272906

Sophie Wantz, Madalina Deaconu

Publication date: 20 June 1999

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0007-4497(99)80003-7

zbMATH Keywords

invariant measureconvergence in lawnonlinear reflected process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites Work

• Unnamed Item
• Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
• On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
• On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions. II
• On the uniqueness of solutions of stochastic differential equations with boundary conditions
• On the construction of two-dimensional diffusion processes satisfying Wentzell’s boundary conditions and its application to boundary value problems
• Stochastic differential equations with reflecting boundary conditions
• Diffusion processes with boundary conditions

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