On lipschitz continuity of the solution mapping to the skorokhod problem, with applications

DOI10.1080/17442509108833688zbMATH Open0721.60062OpenAlexW2041459929MaRDI QIDQ5753301FDOQ5753301

Authors: Paul Dupuis, Hitoshi Ishii 

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

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zbMATH Keywords

Lipschitz continuitySkorokhod problemstochastic differential equations with reflectionstochastic approximation schemes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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