The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations
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Publication:1187100
DOI10.1007/BF01194489zbMath0744.60065MaRDI QIDQ1187100
Publication date: 28 June 1992
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
stochastic differential equations; weak solutions; Skorokhod topology; reflecting Brownian motion; reflection problem; reflection boundary conditions
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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