On Reflected Diffusions in Cones and Cylinders
From MaRDI portal
Publication:6495808
DOI10.1007/S11253-024-02288-WMaRDI QIDQ6495808
Sylvie Roelly, Andrey Yu. Pilipenko, Oleksii Kulyk
Publication date: 2 May 2024
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries
- Reflected diffusions defined via the extended Skorokhod map
- Stochastic differential equations for multi-dimensional domain with reflecting boundary
- Reflected Brownian motion with skew symmetric data in a polyhedral domain
- Stochastic differential equations with reflecting boundary condition in convex regions
- Reflected Brownian motion on an orthant
- Elliptic problems in domains with piecewise smooth boundaries
- Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
- Ergodic behavior of Markov processes. With applications to limit theorems
- Characterization of stationary distributions of reflected diffusions
- On Brownian motion on the plane with membranes on rays with a common endpoint
- Reflecting Brownian Motion in a Cusp
- Reflected brownian motion in a wedge: Semimartingale property
- Brownian motion in a wedge with oblique reflection
- Stochastic differential equations with reflecting boundary conditions
- Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
- Small Random perturbation of dynamical systems with reflecting boundary
- Diffusion processes with boundary conditions
- On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
This page was built for publication: On Reflected Diffusions in Cones and Cylinders
