Symmetric reflected diffusions

E. Pardoux; R. J. Williams

Annales de l'I.H.P. Probabilités et statistiques (1994)

  • Volume: 30, Issue: 1, page 13-62
  • ISSN: 0246-0203

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Pardoux, E., and Williams, R. J.. "Symmetric reflected diffusions." Annales de l'I.H.P. Probabilités et statistiques 30.1 (1994): 13-62. <http://eudml.org/doc/77473>.

@article{Pardoux1994,
author = {Pardoux, E., Williams, R. J.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {locally Lipschitz continuous probability density; symmetric Markov process; conormal reflection; semimartingale},
language = {eng},
number = {1},
pages = {13-62},
publisher = {Gauthier-Villars},
title = {Symmetric reflected diffusions},
url = {http://eudml.org/doc/77473},
volume = {30},
year = {1994},
}

TY - JOUR
AU - Pardoux, E.
AU - Williams, R. J.
TI - Symmetric reflected diffusions
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1994
PB - Gauthier-Villars
VL - 30
IS - 1
SP - 13
EP - 62
LA - eng
KW - locally Lipschitz continuous probability density; symmetric Markov process; conormal reflection; semimartingale
UR - http://eudml.org/doc/77473
ER -

References

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