Mean reflected stochastic differential equations with two constraints
type: Item
instance of: scholarly article
title: Mean reflected stochastic differential equations with two constraints
zbMATH Open document ID: 1480.60187
author: Adrian Falkowski
author: Leszek Slominski
published in: Stochastic Processes and their Applications
publication date: 2021-11-02T00:00:00Z
full work available at URL: https://arxiv.org/abs/2005.12098
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 7418894
zbMATH Keywords: stochastic differential equations with constraints
zbMATH Keywords: Skorokhod problem
zbMATH Keywords: reflecting boundary condition
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W3186177266
Wikidata QID: Q115341117
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DOI: 10.1016/J.SPA.2021.07.008
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description: scientific article; zbMATH DE number 7418894