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Publication:2879485
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zbMath1306.60026MaRDI QIDQ2879485

Marek Slaby

Publication date: 2 September 2014

Full work available at URL: http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=33.1&nrA=8&ppB=121&ppE=148

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

extended Skorokhod problemorthogonal reflection fieldstime-dependent constraining domain


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) General theory of stochastic processes (60G07) Sample path properties (60G17)


Related Items (2)

Explicit solutions of the extended Skorokhod problems in affine transformations of time-dependent strata ⋮ Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem




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