Equations differentielles stochastiques multivoques discontinues avec frontiere mobile

DOI10.1080/17442509008833636MaRDI QIDQ3477757zbMATH OpenOpenAlexFDO

Authors Christine Marois

Publication date 1990

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509008833636

zbMATH Keywords

bang-bang processesmaximal monotone operatorsmulti-valued stochastic differential equationsreflecting diffusion processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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