Chaleyat-Maurel, M.; El Karoui, N.; Marchal, B. Reflexion discontinue et systèmes stochastiques. (French) Zbl 0448.60043 Ann. Probab. 8, 1049-1067 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 43 Documents 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 Keywords:stochastic differential equations; semimartingales; reflection; local time PDF BibTeX XML Cite \textit{M. Chaleyat-Maurel} et al., Ann. Probab. 8, 1049--1067 (1980; Zbl 0448.60043) Full Text: DOI OpenURL