Reflexion discontinue et systèmes stochastiques
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Publication:1146938
DOI10.1214/aop/1176994567zbMath0448.60043OpenAlexW1965848287MaRDI QIDQ1146938
Nicole El Karoui, B. Marchal, Mireille Chaleyat-Maurel
Publication date: 1980
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994567
Integro-partial differential equations (45K05) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Martingales and classical analysis (60G46) Local time and additive functionals (60J55) Stochastic integral equations (60H20)
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