SDEs with Oblique Reflection on Nonsmooth Domains

• 1 January 1993
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 21  (1) , 554-580
• https://doi.org/10.1214/aop/1176989415

Abstract

Keywords

• BOUNDARY CONDITION
• STOCHASTIC DIFFERENTIAL EQUATION