On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (Q5753301)
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scientific article; zbMATH DE number 4188904
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On lipschitz continuity of the solution mapping to the skorokhod problem, with applications |
scientific article; zbMATH DE number 4188904 |
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On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (English)
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1991
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Skorokhod problem
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stochastic differential equations with reflection
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stochastic approximation schemes
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Lipschitz continuity
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