Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection

Sebastian Andres

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	104-116
Number of pages	13
Journal	l'Institut Henri Poincare. Annales (B). Probabilites et Statistiques
Volume	45
Issue number	1
DOIs	https://doi.org/10.1214/07-AIHP151
Publication status	E-pub ahead of print - 12 Feb 2009

Keywords

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title = "Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection",

keywords = "Stochastic differential equation with reflection, Oblique reflection, Polyhedral domains",

author = "Sebastian Andres",

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language = "English",

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journal = "l'Institut Henri Poincare. Annales (B). Probabilites et Statistiques",

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TY - JOUR

T1 - Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection

AU - Andres, Sebastian

PY - 2009/2/12

Y1 - 2009/2/12

KW - Stochastic differential equation with reflection

KW - Oblique reflection

KW - Polyhedral domains

U2 - 10.1214/07-AIHP151

DO - 10.1214/07-AIHP151

M3 - Article

SN - 0246-0203

VL - 45

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JO - l'Institut Henri Poincare. Annales (B). Probabilites et Statistiques

JF - l'Institut Henri Poincare. Annales (B). Probabilites et Statistiques

IS - 1

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