Stochastic differential equations with reflecting boundary conditions
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Publication:3732670
DOI10.1002/cpa.3160370408zbMath0598.60060OpenAlexW1970030120WikidataQ56513145 ScholiaQ56513145MaRDI QIDQ3732670
Pierre-Louis Lions, Alain-Sol Sznitman
Publication date: 1984
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.3160370408
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Martingales with continuous parameter (60G44)
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