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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

Pages 151-169 | Received 20 Jul 1987, Published online: 04 Apr 2007

References

  • Chaleyat Maurel , M. and El Karoui , N. 1978 . Un probleme de reflexion et ses applications au temps local et aux equations differtielles stochastiques sur R-cas continu . Asterisque , 52,53 : 117 – 144 .
  • Chitashvili , R. J. and Lazrieva , N.L. 1981 . Strong solutions of stochastic differential equations with boundary conditions . Stochastics , 5 : 255 – 309 .
  • Kinkladze , G. N. 1985 . Some construction methods for strong and weak solutions of boundary problems in multi-dimensional stochastic differential equations (in russian) , Philadelphia : Master's thesis Kiev .
  • Chaleyat-Maurel , M. , El Karoui , N. and Marchal , B. 1980 . Reflexion discontinue et systemes stochastiques . The Annals of Probability , 8 ( 6 ) : 1049 – 1067 .
  • Doleans-Dade , C. and Meyer , P.A. 1977 . Equations differentielles stochastiques.Seminaire de Probabilites XI . Lecture Notes in Math , 581 : 376 – 382 .

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