On reflection with two-sided jumps
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Publication:2664523
DOI10.1007/s10959-020-01024-xzbMath1485.60065OpenAlexW3045719691MaRDI QIDQ2664523
Publication date: 17 November 2021
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-020-01024-x
reflectionsolvabilitySkorokhod problemreflecting stochastic differential equationsoptional semimartingales
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Sample path properties (60G17) Stochastic integral equations (60H20)
Cites Work
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- Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition
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