On the stochastic differential equation for a two-dimensional Brownian motion with boundary conditions

DOI10.2969/jmsj/03220233zbMath0452.60068OpenAlexW2018143172WikidataQ115226118 ScholiaQ115226118MaRDI QIDQ1148614

S. H. Smith

Publication date: 1980

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/03220233

zbMATH Keywords

comparison theoremunique strong solutiontwo-dimensional Brownian motionrelaxed solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Boundary theory for Markov processes (60J50)

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