SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation |
scientific article |
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SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (English)
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7 March 2022
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stochastic differential equation
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reflecting barriers
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semimartingale
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\(p\)-variation
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fractional Brownian motion
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