A note on reflecting boundaries for solutions of stochastic differential equations

DOI10.2307/3315268zbMath0389.60043OpenAlexW2056923371MaRDI QIDQ4171366

William J. Anderson

Publication date: 1976

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315268

Mathematics Subject Classification ID

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

Related Items (1)

Hedge portfolios and the black-scholes equations

Cites Work

• Local Behaviour of Solutions of Stochastic Integral Equations

This page was built for publication: A note on reflecting boundaries for solutions of stochastic differential equations