On the variation of the difference of singular components in the skorokhod problem and on stochastic differential systems in a half-space (Q3793445)
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English | On the variation of the difference of singular components in the skorokhod problem and on stochastic differential systems in a half-space |
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On the variation of the difference of singular components in the skorokhod problem and on stochastic differential systems in a half-space (English)
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1988
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Skorokhod problem
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representation
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predictable process
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local times
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existence and uniqueness of a strong solution
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