Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains (Q2804008)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains |
scientific article |
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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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