The stochastic reflection problem with multiplicative noise (Q417760)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic reflection problem with multiplicative noise |
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The stochastic reflection problem with multiplicative noise (English)
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14 May 2012
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stochastic variational inequality
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random parabolic equation
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Itô's formula
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probability space
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