The stochastic reflection problem with multiplicative noise
Classical Analysis and ODEs
2011-04-26 v1
Abstract
This work is concerned with existence and uniqueness of solutions to the reflection problem for linear parabolic equation with multiplicative Gaussian noise.
Keywords
Cite
@article{arxiv.1104.4604,
title = {The stochastic reflection problem with multiplicative noise},
author = {Viorel Barbu},
journal= {arXiv preprint arXiv:1104.4604},
year = {2011}
}