ANTICIPATING MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTIONS
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Publication:3520409
DOI10.1142/S0219493708002329zbMath1146.60311OpenAlexW2080287107MaRDI QIDQ3520409
Publication date: 26 August 2008
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493708002329
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Local time and additive functionals (60J55) Boundary theory for Markov processes (60J50)
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