SDEs with Oblique Reflection on Nonsmooth Domains

SDEs with Oblique Reflection on Nonsmooth Domains

Dupuis, Paul, Ishii, Hitoshi
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Volume:
21
Journal:
The Annals of Probability
DOI:
10.1214/aop/1176989415
Date:
January, 1993
File:
PDF, 1.68 MB
1993
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