Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary
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Publication:6123184
DOI10.1515/MCMA-2023-2018OpenAlexW4387872988MaRDI QIDQ6123184
Publication date: 4 March 2024
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma-2023-2018
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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