1. Fengfeng Cui, Weidong Zhao, “Mean-field Reflected BSDEs with Non-Lipschitz Coefficients”, Journal of Mathematical Analysis and Applications, 2025, 129256  crossref
  2. Toby Kay, Luca Giuggioli, “Local time statistics and permeable barrier crossing: From Poisson to birth-death diffusion equations”, Phys. Rev. Research, 7:1 (2025)  crossref
  3. Andrea Macrina, Levent A. Mengütürk, Murat C. Mengütürk, “Captive jump processes for bounded random systems with discontinuous dynamics”, Communications in Nonlinear Science and Numerical Simulation, 128 (2024), 107646  crossref
  4. David P. Herzog, Hung D. Nguyen, “Stability and Invariant Measure Asymptotics in a Model for Heavy Particles in Rough Turbulent Flows”, Commun. Math. Phys., 405:2 (2024)  crossref
  5. Monir Chadad, Mohamed Erraoui, “Existence of strong solutions for one-dimensional reflected mixed stochastic delay differential equations”, Forum Mathematicum, 2024  crossref
  6. Andrey Pilipenko, Andrey Sarantsev, “Boundary approximation for sticky jump-reflected processes on the half-line”, Electron. J. Probab., 29:none (2024)  crossref
  7. Bohdan Kopytko, Mykhailo Osypchuk, Roman Shevchuk, “Diffusion in Media with Membranes and Some Nonlocal Parabolic Problems”, Ukr Math J, 2024  crossref
  8. Yuliya Mishura, Andrey Pilipenko, Anton Yurchenko-Tytarenko, “Low-dimensional Cox-Ingersoll-Ross process”, Stochastics, 2024, 1  crossref
  9. Eyal Castiel, “Fluid limits for QB-CSMA with polynomial rates, homogenization and reflection”, Queueing Syst, 107:1-2 (2024), 109  crossref
  10. Monir Chadad, Mohamed Erraoui, “Reflected stochastic differential equations driven by standard and fractional Brownian motion”, Stoch. Dyn., 24:02 (2024)  crossref
  11. Ping Chen, Jianliang Zhai, “Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations”, Stochastics, 2024, 1  crossref
  12. Levent Ali Mengütürk, Murat Cahit Mengütürk, “From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers”, Stoch. Dyn., 24:07 (2024)  crossref
  13. Rabi Bhattacharya, Edward Waymire, Graduate Texts in Mathematics, 299, Continuous Parameter Markov Processes and Stochastic Differential Equations, 2023, 345  crossref
  14. Michele Ricciardi, “The Convergence Problem in Mean Field Games with Neumann Boundary Conditions”, SIAM J. Math. Anal., 55:4 (2023), 3316  crossref
  15. Alain Durmus, Andreas Eberle, Arnaud Guillin, Katharina Schuh, “Sticky nonlinear SDEs and convergence of McKean–Vlasov equations without confinement”, Stoch PDE: Anal Comp, 2023  crossref
  16. Bohdan Kopytko, Mykhailo Osypchuk, Roman Shevchuk, “Diffusion in media with membranes and some nonlocal parabolic problems”, Ukr. Mat. Zhurn., 75:11 (2023), 1450  crossref
  17. Tor Nordam, Ruben Kristiansen, Raymond Nepstad, Erik van Sebille, Andy M. Booth, “A comparison of Eulerian and Lagrangian methods for vertical particle transport in the water column”, Geosci. Model Dev., 16:18 (2023), 5339  crossref
  18. Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko, “Sandwiched SDEs with unbounded drift driven by Hölder noises”, Adv. Appl. Probab., 55:3 (2023), 927  crossref
  19. С. А. Гусев, “О дисперсии оценки функционала от диффузионного процесса в области с отражающей границей”, Сиб. журн. вычисл. матем., 25:4 (2022), 359–369  mathnet  crossref
  20. Razvan C. Fetecau, Hui Huang, Daniel Messenger, Weiran Sun, “Zero-diffusion limit for aggregation equations over bounded domains”, DCDS, 42:10 (2022), 4905  crossref
1
2
3
Следующая