Pathwise differentiability for SDEs in a smooth domain with reflection (Q638409)
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scientific article; zbMATH DE number 5946994
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| English | Pathwise differentiability for SDEs in a smooth domain with reflection |
scientific article; zbMATH DE number 5946994 |
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Pathwise differentiability for SDEs in a smooth domain with reflection (English)
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9 September 2011
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stochastic differential equation with reflection
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normal reflection
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local time
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0.9147359132766724
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0.806008517742157
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0.794963002204895
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0.7946414947509766
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