On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries (Q516124)
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scientific article
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| English | On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries |
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On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries (English)
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22 March 2017
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reflecting diffusions
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reflected Brownian motion
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submartingale problem
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martingale problem
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stochastic differential equations with reflection
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weak solutions
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Skorokhod problem
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extended Skorokhod problem
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nonsemimartingales
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diffusion approximations
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queueing networks
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0.88983774
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0.88512564
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0.8794886
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0.8786933
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0.87067914
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