Balayage formula, local time and applications in stochastic differential equations (Q388124)
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scientific article; zbMATH DE number 6239373
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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