On reflected solutions of stochasticdifferential equations with ordinary drift

DOI10.1080/17442509308833818zbMath0811.60042OpenAlexW2055843294MaRDI QIDQ4311564

Sigurd Assing

Publication date: 2 May 1995

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

Full work available at URL: https://doi.org/10.1080/17442509308833818

zbMATH Keywords

stochastic differential equationBrownian motionlocal timesemimartingaletime change

Mathematics Subject Classification ID

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

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