Penalization methods for reflecting stochastic differential equations with jumps
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Publication:4451272
DOI10.1080/1045112031000155687zbMath1033.60075OpenAlexW2094730455MaRDI QIDQ4451272
Leszek Slominski, Weronika Łaukajtys
Publication date: 23 February 2004
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1045112031000155687
stochastic differential equationSkorokhod problempenalization methodreflecting stochastic differential equation
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