Balayage formula, local time and applications in stochastic differential equations

DOI10.1016/j.bulsci.2012.10.003zbMath1283.60087OpenAlexW1971409705MaRDI QIDQ388124

Youssef Ouknine, Mohsine Benabdallah, Siham Bouhadou

Publication date: 19 December 2013

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2012.10.003

zbMATH Keywords

stochastic differential equationsemimartingalesSkorokhod problemlocal timesBalayage formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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