THE SEMIMARTINGALE STRUCTURE OF REFLECTING BROWNIAN-MOTION

被引:29
作者
BASS, RF [1 ]
HSU, P [1 ]
机构
[1] NORTHWESTERN UNIV,DEPT MATH,EVANSTON,IL 60208
关键词
D O I
10.2307/2047960
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:1007 / 1010
页数:4
相关论文
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HSU P, 1984, THESIS STANFORD
[5]   STOCHASTIC DIFFERENTIAL-EQUATIONS WITH REFLECTING BOUNDARY-CONDITIONS [J].
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