Stochastic differential equations with reflecting boundary conditions (Q3732670): Difference between revisions

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Revision as of 14:28, 5 March 2024

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Stochastic differential equations with reflecting boundary conditions
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    Stochastic differential equations with reflecting boundary conditions (English)
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    1984
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    reflecting boundary conditions
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    Skorokhod problem
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    semimartingale
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    unique solution
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