Lipshutz, David; Ramanan, Kavita Pathwise differentiability of reflected diffusions in convex polyhedral domains. (English. French summary) Zbl 1466.60076 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1439-1476 (2019). MSC: 60G17 90C31 93B35 60H07 60H10 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Lipshutz, David; Ramanan, Kavita On directional derivatives of Skorokhod maps in convex polyhedral domains. (English) Zbl 1401.90232 Ann. Appl. Probab. 28, No. 2, 688-750 (2018). Reviewer: Jan-Joachim Rückmann (Bergen) MSC: 90C31 93B35 60G17 90B15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid