Reflected Brownian motion with singular drift (Q2040041)
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scientific article; zbMATH DE number 7370693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected Brownian motion with singular drift |
scientific article; zbMATH DE number 7370693 |
Statements
Reflected Brownian motion with singular drift (English)
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9 July 2021
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local time
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reflected Brownian motion
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singular drift
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stochastic differential equation
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transition density function
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weak solution
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