Add to ORKGAbstract. Let D ( Rd be an unbounded domain and let B(t) be a Brownian motion inD with normal reflection at the boundary. We study the transcience/recurrence dichotomy, focusing mainly on domains of the form D = {(x, z) ∈ Rl+m: |z | < H(|x|)}, where d = l +m and H is a sufficiently regular function. This class of domains includes various horn-shaped domains and generalized slab domains. 1
A lip domain is a Lipschitz domain where the Lipschitz constant is strictly less than one. We prove ...
We construct a family of SDEs whose solutions select a reflected Brownian flow as well as a stochas...
Let Z = {Z(t), t ≥ 0} be a semimartingale reflecting Brownian motion that lives in the three-dimensi...
The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic moving bo...
Abstract. The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic...
Let (Dn, vn) n = 1, 2, ... be smooth domains and smooth reflection vector fields on [not partial dif...
Stochastic variational inequalities provide a unified treatment for stochastic differential equation...
We will show that if a sequence of domains D [subscript] k increases to a domain D then the reflecte...
AbstractLet (Dn, vn) n = 1, 2, … be smooth domains and smooth reflection vector fields on ∂Dn approx...
SUMMARY. Let {Px: x ∈ D} denote the reflecting Brownian motion in D with normal reflection at the bo...
Brosamler’s formula gives a probabilistic representation of the solution of the Neumann problem for ...
Consider an open set D [is an element of the set] R [The set of Real Numbers] [superscript]d, d [is ...
21 p.International audienceIn this paper, we first review the penalization method for solving determ...
Abstract. Consider an open set D ⊂ Rd, d ≥ 2, and a closed ball B ⊂ D. Let E xTB denote the expectat...
Consider a semimartingale reflecting Brownian motion Z whose state space is the d-dimensional non-ne...
A lip domain is a Lipschitz domain where the Lipschitz constant is strictly less than one. We prove ...
We construct a family of SDEs whose solutions select a reflected Brownian flow as well as a stochas...
Let Z = {Z(t), t ≥ 0} be a semimartingale reflecting Brownian motion that lives in the three-dimensi...
The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic moving bo...
Abstract. The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic...
Let (Dn, vn) n = 1, 2, ... be smooth domains and smooth reflection vector fields on [not partial dif...
Stochastic variational inequalities provide a unified treatment for stochastic differential equation...
We will show that if a sequence of domains D [subscript] k increases to a domain D then the reflecte...
AbstractLet (Dn, vn) n = 1, 2, … be smooth domains and smooth reflection vector fields on ∂Dn approx...
SUMMARY. Let {Px: x ∈ D} denote the reflecting Brownian motion in D with normal reflection at the bo...
Brosamler’s formula gives a probabilistic representation of the solution of the Neumann problem for ...
Consider an open set D [is an element of the set] R [The set of Real Numbers] [superscript]d, d [is ...
21 p.International audienceIn this paper, we first review the penalization method for solving determ...
Abstract. Consider an open set D ⊂ Rd, d ≥ 2, and a closed ball B ⊂ D. Let E xTB denote the expectat...
Consider a semimartingale reflecting Brownian motion Z whose state space is the d-dimensional non-ne...
A lip domain is a Lipschitz domain where the Lipschitz constant is strictly less than one. We prove ...
We construct a family of SDEs whose solutions select a reflected Brownian flow as well as a stochas...
Let Z = {Z(t), t ≥ 0} be a semimartingale reflecting Brownian motion that lives in the three-dimensi...