SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation (Q2408995)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation |
scientific article |
Statements
SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation (English)
0 references
10 October 2017
0 references
stochastic differential equations with constraints
0 references
semimartingales
0 references
\(p\)-variation
0 references
reflecting boundary condition
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
