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Volumn 26, Issue 2, 1998, Pages 500-532

Problème de Skorohod multivoque

Author keywords

Diffusive particle with electrostatic repulsion; Multivalued stochastic differential equations; Nonlinear semigroup; Reflected diffusion with exploding drift; Skorohod problem

Indexed keywords


EID: 0041177367     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1022855642     Document Type: Article
Times cited : (117)

References (15)
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  • 5
    • 0004353851 scopus 로고
    • Équations différentielles stochastiques multivoques
    • Springer, Berlin
    • CÉPA, E. (1995). Équations différentielles stochastiques multivoques. Séminaire Probabilités XXIX 86-107. Springer, Berlin.
    • (1995) Séminaire Probabilités XXIX , vol.29 , pp. 86-107
    • Cépa, E.1
  • 6
    • 0039758360 scopus 로고    scopus 로고
    • Diffusive particles with electrostatic repulsion
    • CÉPA, E. et LÉPINGLE, D. (1997). Diffusive particles with electrostatic repulsion. Probab. Theory Related Fields 107 429-449.
    • (1997) Probab. Theory Related Fields , vol.107 , pp. 429-449
    • Cépa, E.1    Lépingle, D.2
  • 7
    • 0001985427 scopus 로고
    • On lipschitz continuity of the solution mapping to the Skorohod problem with applications
    • DUPUIS, P. et ISHII, H. (1991). On Lipschitz continuity of the solution mapping to the Skorohod problem with applications. Stochastics 35 31-62.
    • (1991) Stochastics , vol.35 , pp. 31-62
    • Dupuis, P.1    Ishii, H.2
  • 8
    • 0000036188 scopus 로고
    • Sur la méthode de Picard (EDO et EDS)
    • Springer, Berlin
    • FEYEL, D. (1987). Sur la méthode de Picard (EDO et EDS). Séminaire Probabilités XXI 515-520. Springer, Berlin.
    • (1987) Séminaire Probabilités XXI , vol.21 , pp. 515-520
    • Feyel, D.1
  • 9
    • 0002299780 scopus 로고
    • Differential equations with discontinuous right-hand side
    • N.S.
    • FILLIPOV, A. N. (1960). Differential equations with discontinuous right-hand side. Mat. Sb. (N.S.)51 99-128.
    • (1960) Mat. Sb. , vol.51 , pp. 99-128
    • Fillipov, A.N.1
  • 11
    • 0040354479 scopus 로고
    • Équations différentielles stochastiques multivoques unidimensionnelles
    • Springer, Berlin
    • LÉPINGLE, D. et MAROIS, C. (1987). Équations différentielles stochastiques multivoques unidimensionnelles. Séminaire Probabilités XXI 520-533. Springer, Berlin.
    • (1987) Séminaire Probabilités XXI , vol.21 , pp. 520-533
    • Lépingle, D.1    Marois, C.2
  • 12
    • 84990576543 scopus 로고
    • Stochastic differential equations with reflecting boundary conditions
    • LIONS, P. L. et SZNITMAN, A. S. (1984). Stochastic differential equations with reflecting boundary conditions. Comm. Pure Appl. Math. 37 511-537.
    • (1984) Comm. Pure Appl. Math. , vol.37 , pp. 511-537
    • Lions, P.L.1    Sznitman, A.S.2
  • 13
    • 0000605830 scopus 로고
    • Stochastic differential equations for multidimensional domains with reflecting boundary
    • SAISHO, Y. (1987). Stochastic differential equations for multidimensional domains with reflecting boundary. Probab. Theory Related Fields 74 455-477.
    • (1987) Probab. Theory Related Fields , vol.74 , pp. 455-477
    • Saisho, Y.1
  • 14
    • 0001379748 scopus 로고
    • Stochastic equations for diffusions in a bounded region
    • SKOROHOD, A. V. (1961). Stochastic equations for diffusions in a bounded region. Theory Probab. Appl. 6 264-274.
    • (1961) Theory Probab. Appl. , vol.6 , pp. 264-274
    • Skorohod, A.V.1
  • 15
    • 84972526612 scopus 로고
    • Stochastic differential equations with reflecting boundary conditions in convex regions
    • TANAKA, H. (1979). Stochastic differential equations with reflecting boundary conditions in convex regions. Hiroshima Math. J. 9 163-177.
    • (1979) Hiroshima Math. J. , vol.9 , pp. 163-177
    • Tanaka, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.