Skorohod problems with nonsmooth boundary conditions

DOI10.1016/0377-0427(92)90108-AzbMath0753.60072MaRDI QIDQ1196862

Michael I. Taksar

Publication date: 16 January 1993

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

existence of a weak solution; reflection at the boundary; path-by-path construction of a diffusion process

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

Cites Work

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