Publication:5618806
From MaRDI portal
zbMath0215.53501MaRDI QIDQ5618806
Publication date: 1961
Related Items
Active Crowds, Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement, Existence, Uniqueness, and Stability of Slowly Oscillating Periodic Solutions for Delay Differential Equations with Nonnegativity Constraints, Reflecting Lévy Processes and Associated Families of Linear Operators. II, Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier, Pathwise McKean-Vlasov theory with additive noise, Splitting Algorithms for Rare Events of Semimartingale Reflecting Brownian Motions, On reflection with two-sided jumps, Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems II, Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts, The disadvantage of the Cμ‐rule when customers are strategic, Sandwiched SDEs with unbounded drift driven by Hölder noises, A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions, Distribution dependent reflecting stochastic differential equations, A path integral Monte Carlo (PIMC) method based on Feynman-Kac formula for electrical impedance tomography, Perturbations of singular fractional SDEs, Large deviation principles for stochastic volatility models with reflection, Boundary approximation for sticky jump-reflected processes on the half-line, The Convergence Problem in Mean Field Games with Neumann Boundary Conditions, Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes, A mean field game model of firm-level innovation, Arbitrage problems with reflected geometric Brownian motion, A stochastic approach to the Cauchy-Neumann problem for systems of nonlinear parabolic equations, The Dynamics of Instability, Reflected Brownian motion with drift in a wedge, Moderate deviation principle for multivalued stochastic differential equations, Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows, Multivalued monotone stochastic differential equations with jumps, Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains, Measure preserving transformations of multidimensional stable Lévy processes, Measure preserving transformations of jump Lévy processes, Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors, Optimal power consumption for demand response of thermostatically controlled loads, Fluid limit of generalized Jackson queueing networks with stationary and ergodic arrivals and service times, Transform Methods for Heavy-Traffic Analysis, An explicit formula for the Skorokhod map on \([0,a\)], INVESTING WITH LIQUID AND ILLIQUID ASSETS, Evolution variational inequalities and projected dynamical systems with application to human migration, Large closed queueing networks in semi-Markov environment and their application, Captive diffusions and their applications to order-preserving dynamics, Weak convergence of semimartingales, Mean stochastic comparison of diffusions, On the Generalized Drift Skorokhod Problem in One Dimension, Small random perturbations in second-order oscillatory systems, Brownian local times, Asymptotic estimate for sums of independent random variables in a Banach space, Optimal risk and liquidity management with costly refinancing opportunities, Quasilinear parabolic equations and measures in function space, Limit behavior of the distribution of the solution of a stochastic diffusion equation, A remark on infinite-dimensional Wiener processes with interactions, The asymptotic normality of the solution of the stochastic diffusion equation, Estimating the rate of convergence for the distribution of the maximum sums of independent random quantities, Parameter Estimation for Macroscopic Pedestrian Dynamics Models from Microscopic Data, Averaging in stochastic systems, Reflecting Lévy Processes and Associated Families of Linear Operators, On the existence of one class of additive functionals of diffusion processes, Mean reflected stochastic differential equations with jumps, A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries, Markov chain approximation of one-dimensional sticky diffusions, Distribution and pressure of active Lévy swimmers under confinement, Large deviations of currents in diffusions with reflective boundaries, Fluid and heavy traffic diffusion limits for a generalized processor sharing model, Optimal portfolio liquidation in target zone models and catalytic superprocesses, Distributed stochastic algorithm for global optimization in networked system, The submartingale assumption in risk theory, Euler's approximations of solutions of SDEs with reflecting boundary., Existence and stability for Fokker-Planck equations with log-concave reference measure, Massively parallel computation of spatial price equilibrium problems as dynamical systems, Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle, Estimates for the accuracy of coupling in the central limit theorem, Ballot theorems revisited, Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions, On directional derivatives of Skorokhod maps in convex polyhedral domains, Sampling from a log-concave distribution with projected Langevin Monte Carlo, On the relationship between cell cycle analysis with ergodic principles and age-structured cell population models, Skorohod problem and multivalued stochastic evolution equations in Banach spaces, Backward doubly SDEs and semilinear stochastic PDEs in a convex domain, Zero-diffusion limit for aggregation equations over bounded domains, Brownian motion in a wedge with variable reflection: Existence and uniqueness, The Skorohod oblique reflection problem in time-dependent domains, Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic, An explicit representation of the extended Skorokhod map with two time-dependent boundaries, Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime, A limit theorem for quadratic fluctuations in symmetric simple exclusion, Dynamics of nonself-similar solutions of the Dawson equation, One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane, Limit theorems for time of first passage across a step bound, A strong approximation of self-normalized sums, A change of variables formula, Propagation of chaos for the Keller-Segel equation over bounded domains, Lévy risk model with two-sided jumps and a barrier dividend strategy, Bounds on exponential moments of hitting times for reflected processes on the positive orthant, Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling, Strassen-type law of the iterated logarithm for self-normalized increments of sums, Stochastic variational inequalities with oblique subgradients, Penalisation techniques for one-dimensional reflected rough differential equations, On reflected stochastic differential equations driven by regulated semimartingales, Stability of semi-Markov evolution systems and its application in financial mathematics, Stability in mean square of a trivial solution of linear stochastic functional-differential equations with variable coefficients, Stability analysis of second-order fluid flow models in a stationary ergodic environment, Transaction costs, trading volume, and the liquidity premium, Nonsingular transformations of a class of tempered Lévy processes, Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors, Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic, Market frictions and corporate finance: an overview paper, A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems, Singular ergodic control for multidimensional Gaussian processes, A bivariate risk model with mutual deficit coverage, Formulae for the derivative of the Poincaré constant of Gibbs measures, General large deviations and functional iterated logarithm law for multivalued stochastic differential equations, Stochastic variational inequalities on non-convex domains, Stochastic spikes and strong noise limits of stochastic differential equations, Càdlàg rough differential equations with reflecting barriers, Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity, Explicit formula for the optimal government debt ceiling, Sub-exponential rate of convergence to equilibrium for processes on the half-line, Reflecting Brownian motion in the \(d\)-ball, Skorohod problems with nonsmooth boundary conditions, A Skorokhod map on measure-valued paths with applications to priority queues, Limit non-stationary behavior of large closed queueing networks with bottlenecks, Splitting at the infimum and excursions in half-lines for random walks and Lévy processes, On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary, The averaging method for a class of stochastic differential equations, A time-reversed representation for the tail probabilities of stationary reflected Brownian motion., Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme, Uniqueness of the solution of the stochastic filtering equations of stepped Markovian processes, A Dirichlet process characterization of a class of reflected diffusions, Gene flow across geographical barriers -- scaling limits of random walks with obstacles, Some estimates for stochastic integrals, On the uniqueness of solutions of stochastic differential equations with singular drifts, Evolution problems in spaces of probability measures, On using shadow prices in portfolio optimization with transaction costs, On probability control of certain systems, Statistical problems for stochastic processes with boundary conditions, Estimates of convergence rate in the central limit theorem in C(S), Reflected Brownian motion with singular drift, The Skorokhod problem in a time-dependent interval, Sticky couplings of multidimensional diffusions with different drifts, Weak Markov solutions of stochastic equations, On modifications of the Bachelier model, Explicit solutions of the extended Skorokhod problems in affine transformations of time-dependent strata, Some approximations of stochastic integrals and solutions of stochastic differential equations, A non-convex setup for multivalued differential equations driven by oblique subgradients, Limit theorems for one-dimensional nonhomogeneous stochastic diffusion equations under irregular dependence of the coefficients on a parameter, A. V. Skorokhod's investigations in the area of limit theorems for random processes and the theory of stochastic differential equations, Penalty method for obliquely reflected diffusions, Description of an ecological niche for a mixed local/nonlocal dispersal: an evolution equation and a new Neumann condition arising from the superposition of Brownian and Lévy processes, Diffusion approximation of normalized integrals of weakly dependent processes and its applications, White noise driven SPDEs with oblique reflection: existence and uniqueness, Sweeping processes perturbed by rough signals, On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients, Projected dynamical systems in a complementarity formalism, Piecewise-tunneled captive processes and corridored random particle systems, Multivalued Skorohod problem, Dynamical systems and variational inequalities, Problems on time-varying domains: formulation, dynamics, and challenges, Càdlàg Skorokhod problem driven by a maximal monotone operator, Invariance for stochastic differential systems with time-dependent constraining sets, Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance, An approximation scheme for reflected stochastic differential equations with non-Lipschitzian coefficients, Stochastic differential equations for multi-dimensional domain with reflecting boundary