Parametrix methods for one-dimensional reflected SDEs

DOI10.1007/978-3-319-65313-6_3zbMath1382.60080OpenAlexW2769979318MaRDI QIDQ1703890

Arturo Kohatsu-Higa, Masafumi Hayashi, Aurélien Alfonsi

Publication date: 8 March 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-65313-6_3

zbMATH Keywords

probabilistic representationparametrix methodreflected SDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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