Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection
type: Item
instance of: scholarly article
title: Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection
zbMATH Open document ID: 1171.60013
DOI: 10.1214/07-AIHP151
author: Sebastian Andres
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2009-08-24T00:00:00Z
full work available at URL: https://eudml.org/doc/78010
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60J50
zbMATH DE Number: 5598041
zbMATH Keywords: stochastic differential equations with reflection
zbMATH Keywords: oblique reflection
zbMATH Keywords: polyhedral domains
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 5598041