On the -distance between semimartingales reflecting in different domains> (Q2706907)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the -distance between semimartingales reflecting in different domains> |
scientific article |
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On the -distance between semimartingales reflecting in different domains> (English)
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16 October 2001
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Skorokhod problem
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stochastic differential equation
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reflecting boundary condition
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projection scheme
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discrete penalization scheme
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