activity
20192026
most citedWell-posedness of a coupled system of Skorohod-like stochastic differential equations

3 citations · 6 across the 8 of their papers we have counts for

collaborators
Showing math.PRShow all

2 papers · 1 filter

math.PR2026

Diffusion approximations for interacting stochastic systems with reflection and control

Thoa Thieu, Roderick Melnik

We study diffusion approximations for a class of interacting stochastic systems with reflection and control. Motivated by interacting stochastic dynamics subject to feedback mechan…

math.PR2020★ 3 cited

Well-posedness of a coupled system of Skorohod-like stochastic differential equations

Thi Kim Thoa Thieu, Adrian Muntean

We study the well-posedness of a coupled system of Skorohod-like stochastic differential equations with reflecting boundary condition. The setting describes the evacuation dynamics…