19 citations · 31 across the 8 of their papers we have counts for
10 papers
Reflected Skorokhod equations and the Neumann boundary value problem for elliptic equations with Levy-type operators
Andrzej Rozkosz, Leszek Slominski
We consider Neumann problem for linear elliptic equations involving integro-differential operators of Levy-type. We show that suitably defined viscosity solutions have probabilisti…
On approximation of the Dirichlet problem for divergence form operator by Robin problems
Andrzej Rozkosz, Leszek Slominski
We show, that under natural assumptions, solutions of Dirichlet problems for uniformly elliptic divergence form operator can be approximated pointwise by solutions of some versions…
Mean reflected stochastic differential equations with two constraints
Adrian Falkowski, Leszek Slominski
We study the problem of the existence, uniqueness and stability of solutions of reflected stochastic differential equations (SDEs) with a minimality condition depending on the law…
Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles
Tomasz Klimsiak, Andrzej Rozkosz, Leszek Slominski
We consider a system of seminlinear parabolic variational inequalities with time-dependent convex obstacles. We prove the existence and uniqueness of its solution. We also provide…
Sweeping processes with stochastic perturbations generated by a fractional Brownian motion
Adrian Falkowski, Leszek Slominski
We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end,…
On reflected Stratonovich stochastic differential equations
Leszek Slominski
We study the problem of existence, uniqueness and approximation of solutions of finite dimensional Stratonovich stochastic differential equations with reflecting boundary condition…