Stochastic differential equations with jump reflection at the boundary (Q3866877): Difference between revisions
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Property / cites work: Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques / rank | |||
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Property / cites work: Transformation des martingales locales par changement absolument continu de probabilities / rank | |||
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Latest revision as of 03:35, 13 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Stochastic differential equations with jump reflection at the boundary |
scientific article |
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Stochastic differential equations with jump reflection at the boundary (English)
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1980
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stochastic differential equations
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semimartingales
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jump reflection
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