On a decomposition of symmetric diffusions with reflecting boundary conditions
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference27 articles.
1. Convergence of Probability Measures;Billingsley,1968
2. On reflecting diffusion processes and Skorokhod decompositions;Chen;Probab. Theory Related Fields,1993
3. Reflecting Brownian motion: quasimartingales and strong Caccioppoli sets;Chen;Potential Anal.,1993
4. The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations;Costantini;Probab. Theory Related Fields,1992
5. Dirichlet processes;Föllmer,1981
Cited by 7 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. SDEs with two reflecting barriers driven by semimartingales and processes with bounded p-variation;Stochastic Processes and their Applications;2022-04
2. SDEs with constraints driven by semimartingales and processes with bounded p-variation;Stochastic Processes and their Applications;2017-11
3. Multivalued monotone stochastic differential equations with jumps;Stochastics and Dynamics;2017-03-26
4. Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains;Stochastics;2015-04-14
5. Weak and strong approximations of reflected diffusions via penalization methods;Stochastic Processes and their Applications;2013-03
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3