On reflected solutions of stochasticdifferential equations with ordinary drift (Q4311564)
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scientific article; zbMATH DE number 679472
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On reflected solutions of stochasticdifferential equations with ordinary drift |
scientific article; zbMATH DE number 679472 |
Statements
On reflected solutions of stochasticdifferential equations with ordinary drift (English)
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2 May 1995
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Brownian motion
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semimartingale
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local time
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time change
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stochastic differential equation
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