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On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions II
2 references·4 citing·23 second hop
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this work references cited by second hop

References

  • 1951Multiple Wiener Integral699 cited
  • 1967On Square Integrable Martingales617 cited

Cited by

  • 1992The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations51 cited
  • 1981Strong Solutions of Stochastic Differential Equations with Boundary Conditions39 cited
  • 2019Sticky couplings of multidimensional diffusions with different drifts28 cited
  • 1992Singular ergodic control for multidimensional Gaussian processes28 cited

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