On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
type: Item
instance of: scholarly article
title: On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
zbMATH Open document ID: 0721.60062
DOI: 10.1080/17442509108833688
author: Paul Dupuis
author: Hitoshi Ishii
published in: Stochastics and Stochastic Reports
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 4188904
zbMATH Keywords: Skorokhod problem
zbMATH Keywords: stochastic differential equations with reflection
zbMATH Keywords: stochastic approximation schemes
zbMATH Keywords: Lipschitz continuity
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/17442509108833688
OpenAlex ID: W2041459929
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description: scientific article; zbMATH DE number 4188904