Penalization Schemes for Reflecting Stochastic Differential Equations

• 1 December 1997
• journal article
• Published by JSTOR in Bernoulli
• Vol. 3  (4) , 403
• https://doi.org/10.2307/3318456

Abstract

Keywords

• PENALIZATION SCHEMES
• DIFFERENTIAL EQUATIONS
• REFLECTING STOCHASTIC
• STOCHASTIC DIFFERENTIAL