Balayage formula, local time and applications in stochastic differential equations (Q388124)

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scientific article; zbMATH DE number 6239373
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Balayage formula, local time and applications in stochastic differential equations
scientific article; zbMATH DE number 6239373

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    Balayage formula, local time and applications in stochastic differential equations (English)
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    19 December 2013
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    semimartingales
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    local times
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    stochastic differential equation
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    Balayage formula
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    Skorokhod problem
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