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Stochastic differential equations with reflecting boundary conditions
Author(s) -
Lions P. L.,
Sznitman A. S.
Publication year - 1984
Publication title -
communications on pure and applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.12
H-Index - 115
eISSN - 1097-0312
pISSN - 0010-3640
DOI - 10.1002/cpa.3160370408
Subject(s) - stochastic differential equation , mathematics , citation , boundary (topology) , combinatorics , computer science , mathematical analysis , library science
On resout des equations differentielles stochastiques a conditions aux limites reflechissantes par une approche directe basee sur le probleme de Skorokhod
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