SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation (Q2408995)
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scientific article; zbMATH DE number 6789117
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| English | SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation |
scientific article; zbMATH DE number 6789117 |
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SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation (English)
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10 October 2017
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stochastic differential equations with constraints
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semimartingales
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\(p\)-variation
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reflecting boundary condition
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0.9383395314216614
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0.819197416305542
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0.7992491126060486
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0.7979836463928223
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0.7938762903213501
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