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scientific article; zbMATH DE number 3509523

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Publication:4089589
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zbMath0325.60044MaRDI QIDQ4089589

Nicole El Karoui

Publication date: 1975

Full work available at URL: http://www.numdam.org/item?id=SPS_1975__9__534_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



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Hitting a boundary point by diffusions in the closed half space ⋮ Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients ⋮ Unnamed Item ⋮ Brownian motion in a wedge with variable reflection: Existence and uniqueness ⋮ Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation ⋮ Càdlàg rough differential equations with reflecting barriers ⋮ Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme ⋮ Well-Posedness and Stability Analysis of Two Classes of Generalized Stochastic Volatility Models ⋮ Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance




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