Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains (Q2804008)
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scientific article; zbMATH DE number 6574557
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| English | Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains |
scientific article; zbMATH DE number 6574557 |
Statements
Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains (English)
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27 April 2016
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Skorohod problem
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stochastic differential equations
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Lévy process
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oblique reflection
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time-dependent domain
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integro-differential equation
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0.8607999682426453
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0.8549403548240662
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0.8086689710617065
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0.7927183508872986
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0.7908633351325989
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