Author:
Dante DeBlassie R.,Toby Ellen H.
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Reference8 articles.
1. DeBlassie, R.D.: Explicit semimartingale representation of Brownian motion in a wedge. Stochastic Processes Appl.34, 67–97 (1990)
2. DeBlassie, R.D., Toby, E.H.: Reflecting Brownian motion in a cusp. Trans. Am. Math. Soc. (to appear 1993)
3. Lions, P.L., Sznitman, A.S.: Stochastic differential equations with reflecting boundary conditions. Commun. Pure Appl. Math.37, 511–537 (1984)
4. Rogers, L.C.G., Williams, D.: Diffusions, Markov processes, and martingales, vol. 2: Itô calculus. Chichester: Wiley 1987
5. Stricker, C.: Quasimartingales, martingales locales, semimartingales, et filtrations naturelles. Z. Wahrscheinlichkeitstheor. Verw. Geb.39, 55–64 (1977)
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献