The Skorohod oblique reflection problem in time-dependent domains
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Publication:606631
DOI10.1214/10-AOP538zbMath1208.60077arXiv1011.2335MaRDI QIDQ606631
Publication date: 18 November 2010
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.2335
time-dependent domainSkorohod reflection problemSkorohod topology, stochastic differential equations
Diffusion processes (60J60) Convergence of probability measures (60B10) Boundary theory for Markov processes (60J50)
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