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Stochastic differential equations with jump reflection at the boundary. (English) Zbl 0429.60057

MSC:
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60H20 Stochastic integral equations
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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
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