Stochastic differential equations for multi-dimensional domain with reflecting boundary
- 1 September 1987
- journal article
- research article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 74 (3) , 455-477
- https://doi.org/10.1007/bf00699100
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Reflected Diffusion Processes with JumpsThe Annals of Probability, 1985
- A viability approach to the skorohod problemStochastics, 1985
- Stochastic differential equations with reflecting boundary conditionsCommunications on Pure and Applied Mathematics, 1984
- Stochastic differential equations with reflecting boundary condition in convex regionsHiroshima Mathematical Journal, 1979