On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries (Q516124)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries |
scientific article |
Statements
On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries (English)
0 references
22 March 2017
0 references
reflecting diffusions
0 references
reflected Brownian motion
0 references
submartingale problem
0 references
martingale problem
0 references
stochastic differential equations with reflection
0 references
weak solutions
0 references
Skorokhod problem
0 references
extended Skorokhod problem
0 references
nonsemimartingales
0 references
diffusion approximations
0 references
queueing networks
0 references
