Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains-Reference-Cited by-同舟云学术

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Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains

Published:2024-04 Issue: Volume:170 Page:104295
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Costantini Cristina^ORCID,Kurtz Thomas G.

Funder

Università degli Studi G. d'Annunzio Chieti - Pescara

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference27 articles.

1. Diffusion with nonlocal boundary conditions;Arendt;J. Funct. Anal.,2016

2. Uniqueness for the Skorokhod equation with normal reflection in Lipschitz domains;Bass;Electron. J. Probab.,1996

3. Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains;Bass;Ann. Probab.,1991

4. Viscosity methods giving uniqueness for martingale problems;Costantini;Electron. J. Probab.,2015

5. Existence and uniqueness of reflecting diffusions in cusps;Costantini;Electron. J. Probab.,2018

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