Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection (Q838307)
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scientific article; zbMATH DE number 5598041
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| English | Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection |
scientific article; zbMATH DE number 5598041 |
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Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection (English)
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24 August 2009
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stochastic differential equations with reflection
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oblique reflection
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polyhedral domains
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0.9147359132766724
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0.8251810669898987
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0.7683053612709045
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0.7659761905670166
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