On the Dynamics of Semimartingales with Two Reflecting Barriers (Q2854074): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:23, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Dynamics of Semimartingales with Two Reflecting Barriers |
scientific article |
Statements
On the Dynamics of Semimartingales with Two Reflecting Barriers (English)
0 references
17 October 2013
0 references
Skorokhod problem
0 references
reflection
0 references
semimartingale
0 references
Lévy process
0 references
martingale
0 references
stochastic integration
0 references
