Concepedia
Probability Theory and Related Fields · 2015 · 126 citations · 28 references
Open access
Natural SciencesPhysicsTransport PhenomenaDiffusion In SolidsDiffusion ProcessesDissipative SystemsReaction-diffusion SystemsCouplingsReflected Brownian MotionReflected Diffusions
28
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
Transport inequalities, gradient estimates, entropy and Ricci curvature
Max‐K. von Renesse, Karl‐Theodor Sturm · Communications on Pure and Applied Mathematics · 2004 · 466 citations
Natural Sciences, Physics, Heat Transfer +16
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
The cutoff phenomenon in finite Markov chains.
Persi Diaconis · Proceedings of the National Academy of Sciences · 1996 · 310 citations
Engineering, Mathematics, Discrete Mathematics +11
Asymptotic coupling and a general form of Harris’ theorem with applications to stochastic delay equations
Martin Hairer, Jonathan C. Mattingly, Michael Scheutzow · Probability Theory and Related Fields · 2009 · 278 citations · Full text
Engineering, Mathematics, Probability Theory +16