Stochastic differential equations with jump reflection at time-dependent barriers
type: Item
instance of: scholarly article
title: Stochastic differential equations with jump reflection at time-dependent barriers
zbMATH Open document ID: 1197.60066
author: Tomasz Wojciechowski
author: Leszek Slominski
published in: Stochastic Processes and their Applications
publication date: 2010-08-18T00:00:00Z
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5772502
zbMATH Keywords: Skorokhod problem
zbMATH Keywords: reflecting stochastic differential equations
zbMATH Keywords: time-dependent reflecting barriers
MaRDI profile type: Publication
full work available at URL: j.spa.2010.04.008
OpenAlex ID: W2092721386
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DOI: 10.1016/J.SPA.2010.04.008
Wikidata QID: Q131317067
description: scientific article; zbMATH DE number 5772502