Stochastic differential equations with jump reflection at the boundary
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Publication:3866877
DOI10.1080/17442508008833144zbMath0429.60057MaRDI QIDQ3866877
Publication date: 1980
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508008833144
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H20: Stochastic integral equations
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Cites Work
- Reflexion discontinue et systèmes stochastiques
- Transformation des martingales locales par changement absolument continu de probabilities
- [https://portal.mardi4nfdi.de/wiki/Publication:4121258 Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques]