Premium
A note on reflecting boundaries for solutions of stochastic differential equations
Author(s) -
Anderson W. J.
Publication year - 1976
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315268
Subject(s) - stochastic differential equation , mathematics , function (biology) , differential equation , sample (material) , mathematical analysis , physics , thermodynamics , evolutionary biology , biology
In this note, sufficient conditions are given for a function g ( t ) to be a reflecting barrier for the sample paths of a solution process X ( t ) of a stochastic differential equation.