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A note on reflecting boundaries for solutions of stochastic differential equations

 

作者: W. J. Anderson,  

 

期刊: Canadian Journal of Statistics  （WILEY Available online 1976）
卷期: Volume 4, issue 1  

页码: 127-131

 

ISSN:0319-5724

 

年代: 1976

 

DOI:10.2307/3315268

 

出版商: Wiley‐Blackwell

 

关键词: Ito stochastic differential equations;reflecting boundaries.

 

数据来源: WILEY

 

摘要:

AbstractIn this note, sufficient conditions are given for a functiong(t) to be a reflecting barrier for the sample paths of a solution processX(t) of a stochastic differential equation.

 

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