Stochastic differential equations with jump reflection at time-dependent barriers (Q988679)
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scientific article; zbMATH DE number 5772502
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations with jump reflection at time-dependent barriers |
scientific article; zbMATH DE number 5772502 |
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Stochastic differential equations with jump reflection at time-dependent barriers (English)
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18 August 2010
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Skorokhod problem
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reflecting stochastic differential equations
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time-dependent reflecting barriers
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