STOCHASTIC DERIVATION OF REFLECTED DIFFUSIONS

被引:0
|
作者
LEPINGLE, D [1 ]
NUALART, D [1 ]
SANZ, M [1 ]
机构
[1] UNIV BARCELONA,FAC MATEMAT,E-08007 BARCELONA,SPAIN
关键词
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:283 / 305
页数:23
相关论文
共 50 条
  • [11] Ergodic control of reflected diffusions with jumps
    Menaldi, JL
    Robin, M
    APPLIED MATHEMATICS AND OPTIMIZATION, 1997, 35 (02): : 117 - 137
  • [12] Penalty method for obliquely reflected diffusions
    Sarantsev, Andrey
    LITHUANIAN MATHEMATICAL JOURNAL, 2021, 61 (04) : 518 - 549
  • [13] Dynamical large deviations of reflected diffusions
    du Buisson, Johan
    Touchette, Hugo
    PHYSICAL REVIEW E, 2020, 102 (01)
  • [14] Forward equations for reflected diffusions with jumps
    Mazumdar, RR
    Guillemin, FM
    APPLIED MATHEMATICS AND OPTIMIZATION, 1996, 33 (01): : 81 - 102
  • [15] Penalty method for obliquely reflected diffusions
    Andrey Sarantsev
    Lithuanian Mathematical Journal, 2021, 61 : 518 - 549
  • [16] CHARACTERIZATION OF STATIONARY DISTRIBUTIONS OF REFLECTED DIFFUSIONS
    Kang, Weining
    Ramanan, Kavita
    ANNALS OF APPLIED PROBABILITY, 2014, 24 (04): : 1329 - 1374
  • [17] Ergodic control of reflected diffusions with jumps
    Menaldi, JL
    Robin, M
    ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 1996, 76 : 359 - 362
  • [18] Ergodic control of reflected diffusions with jumps
    Z Angew Math Mech ZAMM, Suppl 3 (359):
  • [19] Weak convergence of obliquely reflected diffusions
    Sarantsev, Andrey
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2018, 54 (03): : 1408 - 1431
  • [20] Microscopic derivation of non-local models with anomalous diffusions from stochastic particle systems
    Simon, Marielle
    Olivera, Christian
    NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2025, 253