On the Dynamics of Semimartingales with Two Reflecting Barriers (Q2854074)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Dynamics of Semimartingales with Two Reflecting Barriers |
scientific article |
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On the Dynamics of Semimartingales with Two Reflecting Barriers (English)
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17 October 2013
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Skorokhod problem
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reflection
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semimartingale
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Lévy process
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martingale
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stochastic integration
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