On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (Q5753301)

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scientific article; zbMATH DE number 4188904
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On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
scientific article; zbMATH DE number 4188904

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    On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (English)
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    1991
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    Skorokhod problem
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    stochastic differential equations with reflection
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    stochastic approximation schemes
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    Lipschitz continuity
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