Stochastic differential equations with time-dependent reflecting barriers

Author: Słomiński Leszek   Wojciechowski Tomasz  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.85, Iss.1, 2013-02, pp. : 27-47

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Abstract