The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations
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Publication:1187100
DOI10.1007/BF01194489zbMath0744.60065OpenAlexW2060509259MaRDI QIDQ1187100
Publication date: 28 June 1992
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01194489
stochastic differential equationsweak solutionsSkorokhod topologyreflecting Brownian motionreflection problemreflection boundary conditions
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