Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary

7 references·6 citing·30 second hop

FromToDepth

this work references cited by second hop

References

1983Stochastic Differential Equations and Diffusion Processes3,836 cited
1971On the uniqueness of solutions of stochastic differential equations848 cited
1984Stochastic differential equations with reflecting boundary conditions817 cited
1965On the Convergence of Ordinary Integrals to Stochastic Integrals684 cited
1981ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS394 cited
1946On a stochastic integral equation152 cited
1993On quasi-linear stochastic partial differential equations75 cited

Cited by

2005One-Dimensional Stochastic Differential Equations with Singular and Degenerate Coefficients41 cited
2004Perturbed Skorohod equations and perturbed reflected diffusion processes37 cited
2016Beyond Heavy-Traffic Regimes: Universal Bounds and Controls for the Single-Server Queue25 cited
1998A critically loaded multirate link with trunk reservation23 cited
2012Weak and strong approximations of reflected diffusions via penalization methods22 cited
2014Strong Convergence of Wong-Zakai Approximations of Reflected SDEs in a Multidimensional General Domain22 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work