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Stochastics Volume 24, 1988 - Issue 3
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Original Articles

On the variation of the difference of singular components in the skorokhod problem and on stochastic differential systems in a half-space

M. A. Shashiashvili Institute of Mathematics of the Georgian Academy of Science, Tbilisi, 380012, USSR
Pages 151-169 | Received 20 Jul 1987, Published online: 04 Apr 2007

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Leszek Słomiński & Tomasz Wojciechowski. (2013) Stochastic differential equations with time-dependent reflecting barriers. Stochastics 85:1, pages 27-47.
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Malkhaz Shashiashvili. (1994) A lemma of variational distance between maximal functions with application to the skorokhod problem in a nonnegative orthant with state-dependent reflection directions. Stochastics and Stochastic Reports 48:3-4, pages 161-194.
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Articles from other publishers (1)

S. Ramasubramanian. (2006) An insurance network: Nash equilibrium. Insurance: Mathematics and Economics 38:2, pages 374-390.
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