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On Stochastic Differential Equations with Reflecting Barriers · Study

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ArticleOn Stochastic Differential Equations with Reflecting Barriers

Wolfgang M. Schmidt1989

Article1989

On Stochastic Differential Equations with Reflecting Barriers

Wolfgang M. Schmidt

21 citations·0/0 files stored·Mathematische Nachrichten

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Stochastic processes and statistical mechanics

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References

1983Stochastic Differential Equations and Diffusion Processes 1979Calcul Stochastique et Problèmes de Martingales 1971On the uniqueness of solutions of stochastic differential equations 1981Stochastic Differential Equations and Diffusion Processes 2005On one-dimensional stochastic differential equations with generalized drift 1985On solutions of one-dimensional stochastic differential equations without drift 2005On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations 1981Stochastic Integrals of Continuous Local Martingales, II

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Year1989

Typearticle

Published1989-01-01

VenueMathematische Nachrichten

ISSN-L0025-584X

Languageen

Citations21

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1002/mana.19891420109

openalex_workW1976511569

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