19 citations · 31 across the 8 of their papers we have counts for
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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…
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…
Multivalued Monotone Stochastic Differential Equations with Jumps
Lucian Maticiuc, Aurel Rascanu, Leszek Slominski
We study multivalued stochastic differential equations (MSDEs) with maximal monotone operators driven by semimartingales with jumps. We discuss in detail some methods of approximat…
Reflected BSDEs in time-dependent convex regions
Tomasz Klimsiak, Andrzej Rozkosz, Leszek Slominski
We prove existence and uniqueness of solutions of reflected backward stochastic differential equations in time-dependent adapted and càdlàg convex regions $\mathcal{D}=\{D_t;t\in[0…
Weak and strong approximations of reflected diffusions via penalization methods
Leszek Slominski
We study approximations of reflected Itô diffusions on convex subsets of $\Rd$ by solutions of stochastic differential equations with penalization terms. We assume that the dif…
Natural decomposition of processes and weak Dirichlet processes
Francois Coquet, Adam Jakubowski, Jean Memin +1
A class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichl…