On the Dynamics of Semimartingales with Two Reflecting Barriers (Q2854074): Difference between revisions

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Latest revision as of 23:40, 6 July 2024

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On the Dynamics of Semimartingales with Two Reflecting Barriers
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    On the Dynamics of Semimartingales with Two Reflecting Barriers (English)
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    17 October 2013
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    Skorokhod problem
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    reflection
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    semimartingale
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    Lévy process
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    martingale
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    stochastic integration
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