A new approach to the skorohod problem, and its applications (Q3971876)

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A new approach to the skorohod problem, and its applications
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    title
    A new approach to the skorohod problem, and its applications (English)
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    author
    Nicole El Karoui
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    Ioannis Karatzas
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    publication date
    25 June 1992
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    Mathematics Subject Classification ID
    60G40
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    93E20
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    60G35
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    zbMATH DE Number
    9784
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    zbMATH Keywords
    Skorokhod problem
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    moving boundary
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    optimal stopping
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    balayage
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