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A. Skorohod’s stochastic integral equation for a reflecting barrier diffusion
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A. Skorohod’s stochastic integral equation for a reflecting barrier diffusion (1963)A. Skorohod’s stochastic integral equatio…On Reflecting Brownian Motion with Drift (2006)On Reflecting Brownian Motion…CONTINUOUS INSPECTION SCHEMES (1954)Stochastic Differential Equations and Diffusion Processes (1983)Continuous Martingales and Brownian Motion (1999)Optimal portfolio liquidation in target zone models and catalytic superprocesses (2015)
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  • 2006On Reflecting Brownian Motion with Drift22 cited

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