On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions

Publication date: 20 September 1993

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1993__29_2_163_0

zbMATH Keywords

stochastic differential equations stability of solutions reflecting boundary weak and strong solutions

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic analysis (60H99) Stochastic integral equations (60H20)

Related Items (18)

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