On the variation of the difference of singular components in the skorokhod problem and on stochastic differential systems in a half-space
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Publication:3793445
DOI10.1080/17442508808833514zbMath0648.60055OpenAlexW2011442192MaRDI QIDQ3793445
Publication date: 1988
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508808833514
representationSkorokhod problemlocal timesexistence and uniqueness of a strong solutionpredictable process
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Local time and additive functionals (60J55)
Related Items (3)
A lemma of variational distance between maximal functions with application to the skorokhod problem in a nonnegative orthant with state-dependent reflection directions ⋮ Stochastic differential equations with time-dependent reflecting barriers ⋮ An insurance network: Nash equilibrium
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