On representations of solutions of 1–dimensional stochastic differential equations with reflecting boundary conditions

DOI10.1080/07362998708809112MaRDI QIDQ3759633zbMATH OpenOpenAlexFDO

Authors Jai Heui Kim

Publication date 1987

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362998708809112

zbMATH Keywords

smoothness conditionsexistence and smoothness of a first passage density

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(2)

• scientific article; zbMATH DE number 2156352 (Why is no real title available?)
• Some results on stochastic differential equations with reflecting boundary conditions

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