On reflected stochastic differential equations driven by regulated semimartingales

DOI10.1016/j.spl.2020.108912zbMath1460.60072OpenAlexW3081428270WikidataQ115341076 ScholiaQ115341076MaRDI QIDQ2216980

Imane Jarni, Astrid Hilbert, Youssef Ouknine

Publication date: 18 December 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108912

zbMATH Keywords

reflectionsemimartingalesSkorokhod problemreflected stochastic differential equations

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic integral equations (60H20)

Cites Work

• Stochastic differential equations with jump reflection at time-dependent barriers
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• OPTIONAL MARTINGALES
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