SDEs with oblique reflection on nonsmooth domains
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Publication:2365757
DOI10.1214/aop/1176989415zbMath0787.60099OpenAlexW2059339817MaRDI QIDQ2365757
Publication date: 29 June 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989415
Skorokhod problemstrong existence and uniqueness of stochastic differential equations with reflecting boundary conditions
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