On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary

DOI10.1016/0304-4149(94)90152-XzbMath0796.60062OpenAlexW2003612928MaRDI QIDQ1318336

Tu-Sheng Zhang

Publication date: 20 September 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90152-x

zbMATH Keywords

comparison theoremstochastic differential equationsuniqueness in lawreflecting boundary conditionWong- Zakai type approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)

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