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On stability and existence of solutions of SDEs with reflection at the boundary · Study

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ArticleOn stability and existence of solutions of SDEs with reflection at the boundary

Andrzej Rozkosz1997

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Articlebronze1997

On stability and existence of solutions of SDEs with reflection at the boundary

Andrzej Rozkosz · Leszek Słomiński

39 citations·0/0 files stored·Stochastic Processes and their Applications

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

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References

1980Controlled Diffusion Processes 1980MULTI-DIMENSIONAL DIFFUSION PROCESSES 1984Stochastic differential equations with reflecting boundary conditions 1979Stochastic differential equations with reflecting boundary condition in convex regions 1980Controlled Diffusion Processes 1987Stochastic differential equations for multi-dimensional domain with reflecting boundary

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2023Distribution dependent reflecting stochastic differential equations

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Year1997

Typearticle

Published1997-06-01

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations39

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0304-4149(97)00025-2

openalex_workW2071986228

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