On Strong and Weak Solutions of One-Dimensional Stochastic Equations with Boundary Conditions

DOI10.1137/1126076zbMath0499.60064OpenAlexW1993368990MaRDI QIDQ3965351

Alexander Yu. Veretennikov

Publication date: 1982

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1126076

zbMATH Keywords

strong and weak solutionsreflecting barrier condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Boundary theory for Markov processes (60J50) Stochastic integral equations (60H20)

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