On the -distance between semimartingales reflecting in different domains> (Q2706907)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the -distance between semimartingales reflecting in different domains> |
scientific article |
Statements
On the -distance between semimartingales reflecting in different domains> (English)
0 references
16 October 2001
0 references
Skorokhod problem
0 references
stochastic differential equation
0 references
reflecting boundary condition
0 references
projection scheme
0 references
discrete penalization scheme
0 references
0 references
