Symmetric reflected diffusions
E. Pardoux, R. J. Williams (1994)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “Stochastic representation of reflecting diffusions corresponding to divergence form operators”
Symmetric reflected diffusions
Stochastic differential equations with jumps.
Bass, Richard F. (2004)
Probability Surveys [electronic only]
Similarity:
The Japanese contributions to martingale theory.
Watanabe, Shinzo (2009)
Journal Électronique d'Histoire des Probabilités et de la Statistique [electronic only]
Similarity:
Tightness results for laws of diffusion processes application to stochastic mechanics
W. A. Zheng (1985)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions
Leszek Słomínski (1993)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Stratonovich stochastic differential equations driven by general semimartingales
Thomas G. Kurtz, Étienne Pardoux, Philip Protter (1995)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Martingale criteria for stochastic stability
Hans Fölmer (1979)
Banach Center Publications
Similarity: