ANTICIPATING MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTIONS
DOI10.1142/S0219493708002329zbMATH Open1146.60311OpenAlexW2080287107MaRDI QIDQ3520409FDOQ3520409
Authors: Zongxia Liang 
Publication date: 26 August 2008
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493708002329
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Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Boundary theory for Markov processes (60J50) Local time and additive functionals (60J55)
Cites Work
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- Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic
- Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs
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