On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary
For a solution of a reflection problem on a half-line similar to the Skorokhod reflection problem but with possible jump-like exit from zero, we obtain an explicit formula and study its properties. We also construct a Wiener process on a half-line with Wentzell boundary condition as a strong soluti...
Saved in:
| Date: | 2011 |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2011
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/2801 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |