On reflection with two-sided jumps
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Publication:2664523
DOI10.1007/s10959-020-01024-xzbMath1485.60065MaRDI QIDQ2664523
Publication date: 17 November 2021
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-020-01024-x
reflection; solvability; Skorokhod problem; reflecting stochastic differential equations; optional semimartingales
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G44: Martingales with continuous parameter
60G17: Sample path properties
60H20: Stochastic integral equations