SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Perturbed Skorohod equations and perturbed reflected diffusion processes · Study

ArticleShelves

ArticlePerturbed Skorohod equations and perturbed reflected diffusion processes

R. A. Doney2004

OA

Articlegreen2004

Perturbed Skorohod equations and perturbed reflected diffusion processes

R. A. Doney · Tusheng S. Zhang

37 citations·0/0 files stored·Annales de l Institut Henri Poincaré Probabilités et Statistiques

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Differential Equations Analysis Stochastic processes and statistical mechanics

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 37 citations exist upstream.

References

1999Continuous Martingales and Brownian Motion 1983Stochastic Differential Equations and Diffusion Processes 1984Stochastic differential equations with reflecting boundary conditions 1999Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion 1994On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2014Stochastic Differential Equationschapter · 3 shared references 2014Backward Stochastic Differential Equationschapter · 3 shared references 2013Stochastic differential equations driven by $G$-Brownian motion with reflecting boundary conditionsarticle · 3 shared references 1997Backward Stochastic Differential Equations in Financearticle · 2 shared references 2019Nonlinear Expectations and Stochastic Calculus under Uncertaintybook · 2 shared references 2008Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectationarticle · 2 shared references

Details

Year2004

Typearticle

Published2004-09-14

VenueAnnales de l Institut Henri Poincaré Probabilités et Statistiques

ISSN-L0246-0203

Languageen

Citations37

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.anihpb.2004.03.005

openalex_workW1997246612

Links

Imported from OpenAlex (CC0) — nothing here is generated.