Stochastic differential equations with constraints driven by processes with bounded \(p\)-variation (Q2787071)
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scientific article; zbMATH DE number 6545323
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| English | Stochastic differential equations with constraints driven by processes with bounded \(p\)-variation |
scientific article; zbMATH DE number 6545323 |
Statements
24 February 2016
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stochastic differential equations
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constraints
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\(p\)-variation
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Skorokhod problem
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integral equations
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reflecting boundary condition
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fractional Brownian motion
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0.9378165
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0.92546266
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0.9251006
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0.9234871
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0.9097347
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0.9067709
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Stochastic differential equations with constraints driven by processes with bounded \(p\)-variation (English)
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