On the uniqueness of solutions of stochastic differential equations with reflecting barrier conditions
Séminaire de probabilités de Strasbourg (1976)
- Volume: 10, page 240-244
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topYamada, Toshio. "On the uniqueness of solutions of stochastic differential equations with reflecting barrier conditions." Séminaire de probabilités de Strasbourg 10 (1976): 240-244. <http://eudml.org/doc/113082>.
@article{Yamada1976,
author = {Yamada, Toshio},
journal = {Séminaire de probabilités de Strasbourg},
language = {eng},
pages = {240-244},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the uniqueness of solutions of stochastic differential equations with reflecting barrier conditions},
url = {http://eudml.org/doc/113082},
volume = {10},
year = {1976},
}
TY - JOUR
AU - Yamada, Toshio
TI - On the uniqueness of solutions of stochastic differential equations with reflecting barrier conditions
JO - Séminaire de probabilités de Strasbourg
PY - 1976
PB - Springer - Lecture Notes in Mathematics
VL - 10
SP - 240
EP - 244
LA - eng
UR - http://eudml.org/doc/113082
ER -
References
top- [1] Skorohod, A.V.Stochastic equations for diffusion processes in a bounded region. Theory of Prob. and its Applications. Vol. 6 , 1961 . Zbl0215.53501MR145598
- [2] Nakao, S.Comparison theorems for solutions of one-dimensional stochastic differential equations. Proceedings of the second Japan-USSR symposium on Probability thory. Lecture Notes in Mathematics330, Springer, 1973. Zbl0262.60042MR445609
- [3] Manabe, S. Shiga T.On one-dimensional stochastic differential equations with non-sticky boundary conditions. J. Math. Kyoto Univ. vol. 13 N° 31973. Zbl0276.60061MR346907
- [4] Yamada, T. Watanabe, S.On the uniqueness of solutions of stochastic differential equations. J. Math. Kyoto Univ. Vol. 11, n° 1, 1971 . Zbl0229.60039MR278420
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