Reflected brownian motion in a wedge: Semimartingale property (Q3319506): Difference between revisions

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+MaRDI publication profile
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+Stochastic integration and \(L^ p-\)theory of semimartingales
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+Q3042109
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+Q3915688
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+Reflected Brownian motion on an orthant
@@ Property / cites work: Reflected Brownian motion on an orthant / rank @@
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+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
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+Stochastic differential equations with reflecting boundary conditions
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+Q4151478
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+Diffusion processes with boundary conditions
@@ Property / cites work: Diffusion processes with boundary conditions / rank @@
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+Brownian motion in a wedge with oblique reflection
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