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A new approach to the Skorohod problem, and its applications

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Publication:3986633
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DOI10.1080/17442509108833722zbMath0739.60079OpenAlexW4248324866MaRDI QIDQ3986633

Ioannis Karatzas, Nicole El Karoui

Publication date: 27 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833722


Mathematics Subject Classification ID

Markov processes (60J99)


Related Items

The heat equation and reflected Brownian motion in time-dependent domains., The Skorohod oblique reflection problem in time-dependent domains, On the optimal stopping problem for one-dimensional diffusions.



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