On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions

Leszek Słomínski

Annales de l'I.H.P. Probabilités et statistiques (1993)

  • Volume: 29, Issue: 2, page 163-198
  • ISSN: 0246-0203

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Słomínski, Leszek. "On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions." Annales de l'I.H.P. Probabilités et statistiques 29.2 (1993): 163-198. <http://eudml.org/doc/77453>.

@article{Słomínski1993,
author = {Słomínski, Leszek},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {weak and strong solutions; stability of solutions; stochastic differential equations; reflecting boundary},
language = {eng},
number = {2},
pages = {163-198},
publisher = {Gauthier-Villars},
title = {On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions},
url = {http://eudml.org/doc/77453},
volume = {29},
year = {1993},
}

TY - JOUR
AU - Słomínski, Leszek
TI - On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1993
PB - Gauthier-Villars
VL - 29
IS - 2
SP - 163
EP - 198
LA - eng
KW - weak and strong solutions; stability of solutions; stochastic differential equations; reflecting boundary
UR - http://eudml.org/doc/77453
ER -

References

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