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Problàme de Skorohod multivoque
4 references·3 citing·20 second hop
Problàme de Skorohod multivoque (1998)Problàme de Skorohod multivoqueOn lipschitz continuity of the solution mapping to the skorokhod problem, with applications (1991)On lipschitz continuity of th…Stochastic differential equations for multi-dimensional domain with reflecting boundary (1987)Stochastic differential equat…Stochastic differential equations with reflecting boundary conditions (1984)Stochastic differential equat…Stochastic differential equations with reflecting boundary condition in convex regions (1979)Stochastic differential equat…Multi-valued stochastic differential equations driven byG-Brownian motion and related stochastic control problems (2016)Multi-valued stochastic diffe…Weak and strong approximations of reflected diffusions via penalization methods (2012)Weak and strong approximation…Large Deviations of Max-Weight Scheduling Policies on Convex Rate Regions (2010)Large Deviations of Max-Weigh…Stability properties of constrained queueing systems and scheduling policies for maximum throughput in multihop radio networks (1992)Achieving 100% throughput in an input-queued switch (1999)Fundamentals of Queueing Networks (2001)Delay Analysis of the Max-Weight Policy Under Heavy-Tailed Traffic via Fluid Approximations (2017)On the uniqueness of solutions of stochastic differential equations (1971)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Stochastic Differential Equations and Diffusion Processes (1983)Optimal Investment and Consumption with Transaction Costs (1994)Stochastic Differential Equations (2014)Existence of strong solutions for Itô's stochastic equations via approximations (1996)Reflected Brownian Motion on an Orthant (1981)Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant (1993)State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits (1998)Convex duality and the Skorokhod Problem. II (1999)Stochastic controls : Hamiltonian systems and HJB equations (1999)Stochastic Controls (1999)Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (1983)White noise driven SPDEs with reflection (1993)Euler scheme for reflected stochastic differential equations (1995)A symmetrized Euler scheme for an efficient approximation of reflected diffusions (2004)
this work references cited by second hop

References

  • 1984Stochastic differential equations with reflecting boundary conditions817 cited
  • 1979Stochastic differential equations with reflecting boundary condition in convex regions415 cited
  • 1991On lipschitz continuity of the solution mapping to the skorokhod problem, with applications255 cited
  • 1987Stochastic differential equations for multi-dimensional domain with reflecting boundary229 cited

Cited by

  • 2012Weak and strong approximations of reflected diffusions via penalization methods22 cited
  • 2016Multi-valued stochastic differential equations driven byG-Brownian motion and related stochastic control problems22 cited
  • 2010Large Deviations of Max-Weight Scheduling Policies on Convex Rate Regions16 cited

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