reflected diffusions
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scholarly journals Dynamical large deviations of reflected diffusions

2020 ◽  
Vol 102 (1) ◽  
Author(s):  
Johan du Buisson ◽  
Hugo Touchette
Keyword(s):  
Large Deviations ◽  
Reflected Diffusions

scholarly journals Penalty method for reflected diffusions on the half-line

Stochastics ◽  
2016 ◽  
Vol 89 (2) ◽  
pp. 485-509
Author(s):  
Cameron Bruggeman ◽  
Andrey Sarantsev
Keyword(s):  
Penalty Method ◽  
Half Line ◽  
Reflected Diffusions

Analysis of Reflected Diffusions via an Exponential Time-Based Transformation

2016 ◽  
Vol 163 (6) ◽  
pp. 1425-1453 ◽  
Author(s):  
Antonio Di Crescenzo ◽  
Virginia Giorno ◽  
Amelia G. Nobile
Keyword(s):  
Exponential Time ◽  
Reflected Diffusions
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