Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes
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Publication:4258477
DOI10.1137/S0036139997330222zbMath0934.93068MaRDI QIDQ4258477
Paul Dupuis, Amarjit Budhiraja
Publication date: 13 September 1999
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
stabilitylaw of large numbersSkorokhod problemreflecting Brownian motionconstrained ordinary differential equation
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