Protter, Philip Stochastic differential equations with jump reflection at the boundary. (English) Zbl 0429.60057 Stochastics 3, 193-201 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 5 Documents MSC: 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 60H20 Stochastic integral equations Keywords:stochastic differential equations; semimartingales; jump reflection PDF BibTeX XML Cite \textit{P. Protter}, Stochastics 3, 193--201 (1980; Zbl 0429.60057) Full Text: DOI References: [1] Chaleyat-Maurel M., Reflexion Discontinue et systemes Stochastiques · Zbl 0448.60043 [2] Doleans-Dade C., Lecture Notes in Mathematics 581 pp 376– (1977) [3] DOI: 10.1007/BF00534242 · Zbl 0351.60054 [4] Emery M., Differentielles Lipschitziennes: La Stabilities, Lecture Notes in Mathematics (1979) [5] DOI: 10.1007/978-3-642-88264-7 [6] Jacod J., Lecture Notes in Mathematics 714 (1979) [7] DOI: 10.1007/BF01844873 · Zbl 0339.60045 [8] Metivier M., Stochastic Integration [9] Meyer P. A., Seminaire de Probabilites X, Lecture Notes in Mathematics 511 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.