On Stochastic Differential Equations with Reflecting Barriers

DOI10.1002/mana.19891420109zbMath0699.60043OpenAlexW1976511569MaRDI QIDQ3477753

Wolfgang M. Schmidt

Publication date: 1989

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19891420109

zbMATH Keywords

reflecting barriersstochastic differential equations without driftWiener process with reflecting barriers

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites Work

• Unnamed Item
• Calcul stochastique et problèmes de martingales
• Integral representation with respect to stopped continuous local martingales

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