On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary

DOI10.1007/s11253-012-0588-2zbMath1280.60036MaRDI QIDQ1759988

Xianqiang Yang

Publication date: 23 November 2012

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-012-0588-2

zbMATH Keywords

stochastic differential equation; Wentzell boundary condition; reflection problem

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

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