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

Stochastic Processes and their Applications

Volumn 68, Issue 2, 1997, Pages 285-302

  Rozkosz, Andrzej ^a   Słomiński, Leszek ^a  

^a NICOLAUS COPERNICUS UNIVERSITY   (Poland)

Author keywords

Reflecting boundary condition; Stochastic differential equation

Indexed keywords

EID: 0031575038     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(97)00025-2     Document Type: Article

References (17)

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