Wong-zaksi approximations for reflecting stochastic differential equations (Q4261536)

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scientific article; zbMATH DE number 1331280
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Wong-zaksi approximations for reflecting stochastic differential equations
scientific article; zbMATH DE number 1331280

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    Wong-zaksi approximations for reflecting stochastic differential equations (English)
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    2 January 2001
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    differential inclusions
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    stochastic differential equations with reflection
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    Skorokhod problem
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