Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains (Q5384790)
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scientific article; zbMATH DE number 7073220
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains |
scientific article; zbMATH DE number 7073220 |
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Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains (English)
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25 June 2019
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Hölder continuity
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Skorokhod problem
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\(G\)-Brownian motion
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stochastic differential equations
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non-convex reflecting boundaries
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