Author:
Aida Shigeki,Sasaki Kosuke
Funder
Grant-in-Aid for Scientific Research
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference16 articles.
1. Gaussian measures;Bogachev,1998
2. Differential equations driven by rough paths: an approach via discrete approximations;Davie;Appl. Math. Res. Express. AMRX,2007
3. Support d’un processus de réflexion;Doss;Z. Wahrsch. Verw. Gebiete,1982
4. On Lipschitz continuity of the solution mapping to the Skorokhod problem, with applications;Dupuis;Stochastics Stochastics Rep.,1991
5. An approximation scheme for reflected stochastic differential equations;Evans;Stochastic Process. Appl.,2011
Cited by
24 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