Pathwise Differentiability for SDEs in a Smooth Domain with Reflection
Author:
Affiliation:
1. University of British Columbia
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://projecteuclid.org/download/pdf_1/euclid.ejp/1464820197
Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Convergence error analysis of reflected gradient Langevin dynamics for non-convex constrained optimization;Japan Journal of Industrial and Applied Mathematics;2024-08-20
2. Pathwise differentiability of reflected diffusions in convex polyhedral domains;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2019-08-01
3. On directional derivatives of Skorokhod maps in convex polyhedral domains;The Annals of Applied Probability;2018-04-01
4. Reflected Brownian motion: selection, approximation and linearization;Electronic Journal of Probability;2017-01-01
5. Reflection couplings and contraction rates for diffusions;Probability Theory and Related Fields;2015-10-26
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