Skorohod problem and multivalued stochastic evolution equations in Banach spaces

Stochastic differential equations with reflecting boundary conditions

Pierre‐Louis Lions, Alain‐Sol Sznitman · Communications on Pure and Applied Mathematics · 1984 · 859 citations

Engineering, Mathematics, Differential Equations +13

Stochastic evolution equations

B. L. Rozovskiĭ · Journal of Mathematical Sciences · 1981 · 758 citations

Stochastic Equations for Diffusion Processes in a Bounded Region

A. V. Skorokhod · Theory of Probability and Its Applications · 1961 · 435 citations

Engineering, Mathematics, Stochastic Modeling +12

Stochastic differential equations with reflecting boundary condition in convex regions

Hiroshi Tanaka · Hiroshima Mathematical Journal · 1979 · 418 citations · Full text

Engineering, Mathematics, Dynamical Systems +12

Stochastic differential equations for multi-dimensional domain with reflecting boundary

Yasumasa Saisho · Probability Theory and Related Fields · 1987 · 228 citations · Full text

Engineering, Computational Engineering, Dynamical Systems +13