On Existence and Uniqueness of Reflected Solutions of Stochastic Equations Driven by Symmetric Stable Processes

Hans-Jürgen Engelbert (), Vladimir P. Kurenok () and Adrian Zalinescu ()
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Hans-Jürgen Engelbert: Friedrich-Schiller-Universität, Institut für Stochastik
Vladimir P. Kurenok: University of Wisconsin-Green Bay, Department of Natural and Applied Sciences
Adrian Zalinescu: Friedrich-Schiller-Universität, Institut für Stochastik

A chapter in From Stochastic Calculus to Mathematical Finance, 2006, pp 227-248 from Springer

Keywords: Brownian Motion; Fundamental Solution; Stochastic Equation; Borel Measurable Function; Strong Markov Property (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-30788-4_11

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DOI: 10.1007/978-3-540-30788-4_11

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