Diffusions with reflection on an orthant and associated initial-boundary value problems

Approximating Initial-Value Problems with Two-Point Boundary-Value Problems: BBM-Equation

approximating initial-value problems with two-point boundary-value problems: bbm-equation

Solving Discrete Initial- and Boundary-Value Problems

Multivariate linear recurrences appear in such diverse elds of mathematics as combinatorics, probability theory, and numerical resolution of partial diierential equations. Whereas in the univariate case the solution of a constant-coeecient recurrence always has a rational generating function, this is no longer true in the multivariate case where this generating function can be non-rational, non...

On the Local Times and Boundary Properties of Reflected Diffusions with Jumps in the Positive Orthant

In this paper we study boundary properties of reflected diffusions with positive and negative jumps, constrained to lie in the positive orthant of R. We consider a model with oblique reflections and characterize the regulator processes in terms of semi-martingale local times at the boundary or reflection faces of Rn+. In particular, we show that under mild boundary conditions on the diffusion c...

Solutions of initial and boundary value problems via F-contraction mappings in metric-like space

We present sufficient conditions for the existence of solutions of second-order two-point boundary value and fractional order functional differential equation problems in a space where self distance is not necessarily zero. For this, first we introduce a Ciric type generalized F-contraction and F- Suzuki contraction in a metric-like space and give relevance to fixed point results. To illustrate...