Penalization methods for reflecting stochastic differential equations with jumps (Q4451272)

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scientific article; zbMATH DE number 2046406
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Penalization methods for reflecting stochastic differential equations with jumps
scientific article; zbMATH DE number 2046406

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    Penalization methods for reflecting stochastic differential equations with jumps (English)
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    23 February 2004
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    reflecting stochastic differential equation
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    penalization method
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    Skorokhod problem
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    stochastic differential equation
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