On the Dynamics of Semimartingales with Two Reflecting Barriers (Q2854074): Difference between revisions
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Revision as of 08:26, 15 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)
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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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