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

DOI10.1080/07362998708809112zbMATH Open0622.60064OpenAlexW2047613145MaRDI QIDQ3759633FDOQ3759633

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

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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)

Cites Work

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Cited In (2)

• Some results on stochastic differential equations with reflecting boundary conditions
• Title not available (Why is that?)

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