Reflected diffusions defined via the extended Skorokhod map.
Ramanan, Kavita (2006)
Electronic Journal of Probability [electronic only]
Similarity:
Displaying similar documents to “Brownian dynamics of globules.”
Reflected diffusions defined via the extended Skorokhod map.
Malliavin calculus in Lev́y spaces and applications to finance.
Petrou, Evangelia (2008)
Electronic Journal of Probability [electronic only]
Similarity:
Sharp asymptotic behavior for wetting models in -dimension.
Caravenna, Francesco, Giacomin, Giambattista, Zambotti, Lorenzo (2006)
Electronic Journal of Probability [electronic only]
Similarity:
On one-dimensional diffusion processes living in a bounded space interval
Anna Milian (1992)
Annales Polonici Mathematici
Similarity:
We prove that under some assumptions a one-dimensional Itô equation has a strong solution concentrated on a finite spatial interval, and the pathwise uniqueness holds.
A mathematical aspect for Liesegang phenomena
Ohnishi, Isamu, Mimura, Masayasu
Similarity:
On convergence of population processes in random environments to the stochastic heat equation with colored noise.
Sturm, Anja (2003)
Electronic Journal of Probability [electronic only]
Similarity:
The exit place of Brownian motion in an unbounded domain.
Deblassie, Dante (2009)
Electronic Journal of Probability [electronic only]
Similarity:
Irreducible compositions and the first return to the origin of a random walk.
Bender, Edward A., Lawler, Gregory F., Pemantle, Robin, Wilf, Herbert S. (2003)
Séminaire Lotharingien de Combinatoire [electronic only]
Similarity:
Depinning of a polymer in a multi-interface medium.
Caravenna, Francesco, Pétrélis, Nicolas (2009)
Electronic Journal of Probability [electronic only]
Similarity:
A new Monte Carlo method for solving a stationary diffusion equation.
Mikhajlov, G.A., Burmistrov, A.V. (2000)
Siberian Mathematical Journal
Similarity: