scholarly journals Absolute Continuity of the Laws of Perturbed Diffusion Processes and Perturbed Reflected Diffusion Processes

2013 ◽  
Vol 28 (2) ◽  
pp. 587-618 ◽  
Author(s):  
Wen Yue ◽  
Tusheng Zhang
Keyword(s):  
Absolute Continuity ◽  
Diffusion Processes ◽  
Reflected Diffusion

Optimal pricing barriers in a regulated market using reflected diffusion processes

2015 ◽  
Vol 16 (4) ◽  
pp. 639-647 ◽  
Author(s):  
Zheng Han ◽  
Yaozhong Hu ◽  
Chihoon Lee
Keyword(s):  
Diffusion Processes ◽  
Optimal Pricing ◽  
Reflected Diffusion

scholarly journals Reflected Diffusion Processes with Jumps

1985 ◽  
Vol 13 (2) ◽  
pp. 319-341 ◽  
Author(s):  
Jose-Luis Menaldi ◽  
Maurice Robin
Keyword(s):  
Diffusion Processes ◽  
Reflected Diffusion

Large deviations for perturbed reflected diffusion processes

Stochastics ◽  
2009 ◽  
Vol 81 (6) ◽  
pp. 531-543 ◽  
Author(s):  
Lijun Bo ◽  
Tusheng Zhang
Keyword(s):  
Large Deviations ◽  
Diffusion Processes ◽  
Reflected Diffusion
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