Balayage formula, local time and applications in stochastic differential equations (Q388124): Difference between revisions
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Property / author: Mohsine Benabdallah / rank | |||
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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Property / zbMATH DE Number: 6239373 / rank | |||
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semimartingales | |||
Property / zbMATH Keywords: semimartingales / rank | |||
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local times | |||
Property / zbMATH Keywords: local times / rank | |||
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stochastic differential equation | |||
Property / zbMATH Keywords: stochastic differential equation / rank | |||
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Balayage formula | |||
Property / zbMATH Keywords: Balayage formula / rank | |||
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Skorokhod problem | |||
Property / zbMATH Keywords: Skorokhod problem / rank | |||
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Revision as of 14:24, 29 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Balayage formula, local time and applications in stochastic differential equations |
scientific article |
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Balayage formula, local time and applications in stochastic differential equations (English)
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19 December 2013
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semimartingales
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local times
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stochastic differential equation
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Balayage formula
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Skorokhod problem
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