Stochastic differential equations with a convex constraint (Q4892365)
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scientific article; zbMATH DE number 927096
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations with a convex constraint |
scientific article; zbMATH DE number 927096 |
Statements
Stochastic differential equations with a convex constraint (English)
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13 January 1997
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stochastic variational inequality
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convex analysis
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reflected diffusions
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