×

zbMATH — the first resource for mathematics

Reflexion discontinue et systèmes stochastiques. (French) Zbl 0448.60043

MSC:
60H20 Stochastic integral equations
60G44 Martingales with continuous parameter
60J55 Local time and additive functionals
60J60 Diffusion processes
60G46 Martingales and classical analysis
45K05 Integro-partial differential equations
PDF BibTeX XML Cite
Full Text: DOI