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Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary - MaRDI portal

Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary (Q5240642)

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scientific article; zbMATH DE number 7123590
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Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary
scientific article; zbMATH DE number 7123590

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    Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary (English)
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    29 October 2019
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    Carathéodory approximate solution
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    perturbed stochastic differential equations
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    local time
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