SDEs with constraints driven by processes with bounded p-variation (Q2787071): Difference between revisions
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Latest revision as of 13:51, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
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| English | SDEs with constraints driven by processes with bounded p-variation |
scientific article |
Statements
24 February 2016
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stochastic differential equations
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constraints
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\(p\)-variation
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Skorokhod problem
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integral equations
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reflecting boundary condition
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fractional Brownian motion
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math.PR
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