The stochastic reflection problem with multiplicative noise (Q417760): Difference between revisions

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Property / arXiv ID: 1104.4604 / rank
 
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Latest revision as of 05:39, 5 July 2024

scientific article
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The stochastic reflection problem with multiplicative noise
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    The stochastic reflection problem with multiplicative noise (English)
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    14 May 2012
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    stochastic variational inequality
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    random parabolic equation
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    Itô's formula
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    probability space
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