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Diffusional Approximation for Processes with the Normal Reflection - MaRDI portal

Diffusional Approximation for Processes with the Normal Reflection (Q4712519)

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scientific article; zbMATH DE number 6728
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Diffusional Approximation for Processes with the Normal Reflection
scientific article; zbMATH DE number 6728

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    Diffusional Approximation for Processes with the Normal Reflection (English)
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    25 June 1992
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    reflection functional convergence in the Skorokhod's topology
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    semimartingale
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    Ito's equation
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    canonical representation
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