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On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
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On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions (1971)On stochastic differential equations for …Markov chain approximation of one-dimensional sticky diffusions (2021)Markov chain approximation of…Sticky couplings of multidimensional diffusions with different drifts (2019)Sticky couplings of multidime…Optimal Policies for n -Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem (2000)Optimal Policies for n -Dimen…Singular ergodic control for multidimensional Gaussian processes (1992)Singular ergodic control for …Controlled diffusion processes on infinite horizon with the overtaking criterion (1988)Controlled diffusion processe…Stochastic differential equations with reflecting boundary conditions (1984)Brownian Motion and Stochastic Flow Systems. (1987)Target Zones and Exchange Rate Dynamics (1991)A Bounded Variation Control Problem for Diffusion Processes (2005)The Skorohod oblique reflection problem in time-dependent domains (2010)Existence of Optimal Programs of Accumulation for an Infinite Time Horizon (1965)On Optimal Development in a Multi-Sector Economy (1967)Stochastic Differential Equations and Diffusion Processes (1983)Infinite-Dimensional Linear Programming Approach to SingularStochastic Control (1997)Impulse Control of One-Dimensional Ito Diffusions with an Expected and a Pathwise Ergodic Criterion (2006)Asymptotic lower bounds for optimal tracking: A linear programming approach (2017)Limit Theorems for Stochastic Processes (2003)Stochastic Integration and Differential Equations (2005)Exponential ergodicity for non-dissipative McKean-Vlasov SDEs (2023)Handbook of Brownian Motion — Facts and Formulae (1996)Numerical solution of stochastic differential equations (2016)
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Cited by

  • 2000Optimal Policies for n -Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem30 cited
  • 2019Sticky couplings of multidimensional diffusions with different drifts28 cited
  • 1992Singular ergodic control for multidimensional Gaussian processes28 cited
  • 2021Markov chain approximation of one-dimensional sticky diffusions18 cited
  • 1988Controlled diffusion processes on infinite horizon with the overtaking criterion18 cited

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