1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2007
Large deviations for multidimensional SDEs with reflection
Zongxia Liang
The large deviations principles are established for a class of multidimensional degenerate stochastic differential equations with reflecting boundary conditions. The results includ…
math.PR2007★ 1 cited
Multidimensional SDE with anticipating initial process and reflection
Zongxia Liang
In this paper, the strong solutions of multidimensional stochastic differential equations with reflecting boundary and possible anticipating initial random variables is e…