On reflected solutions of stochasticdifferential equations with ordinary drift (Q4311564)
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scientific article; zbMATH DE number 679472
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| default for all languages | No label defined |
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| English | On reflected solutions of stochasticdifferential equations with ordinary drift |
scientific article; zbMATH DE number 679472 |
Statements
On reflected solutions of stochasticdifferential equations with ordinary drift (English)
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2 May 1995
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Brownian motion
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semimartingale
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local time
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time change
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stochastic differential equation
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0.8715360164642334
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0.8163882493972778
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0.8102344870567322
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0.8099244832992554
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