Reflected Brownian motion with singular drift
type: Item
instance of: scholarly article
title: Reflected Brownian motion with singular drift
zbMATH Open document ID: 1480.60173
DOI: 10.3150/20-BEJ1258
author: Chen Wang
author: Saisai Yang
author: Tu-Sheng Zhang
published in: Bernoulli
publication date: 2021-07-09T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 7370693
zbMATH Keywords: local time
zbMATH Keywords: reflected Brownian motion
zbMATH Keywords: singular drift
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: transition density function
zbMATH Keywords: weak solution
MaRDI profile type: Publication
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full work available at URL: 20-bej1258
OpenAlex ID: W3153395690
description: scientific article; zbMATH DE number 7370693