Reflected Brownian motion with singular drift
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Publication:2040041
DOI10.3150/20-BEJ1258zbMath1480.60173OpenAlexW3153395690MaRDI QIDQ2040041
Tu-Sheng Zhang, Saisai Yang, Chen Wang
Publication date: 9 July 2021
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/20-bej1258
stochastic differential equationweak solutionlocal timereflected Brownian motiontransition density functionsingular drift
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Stochastic integral equations (60H20)
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Cites Work
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