On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
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Publication:5753301
DOI10.1080/17442509108833688zbMath0721.60062OpenAlexW2041459929MaRDI QIDQ5753301
Publication date: 1991
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509108833688
Skorokhod problemLipschitz continuitystochastic differential equations with reflectionstochastic approximation schemes
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