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Flows generated by stochastic equations with reflection
Flows generated by stochastic equations with reflection
2004
A. Yu. Pilipenko
Keywords:
Quantum stochastic calculus
Mathematical optimization
Stochastic partial differential equation
Mathematical analysis
Stochastic differential equation
Continuous-time stochastic process
Geometric Brownian motion
Stochastic calculus
Mathematics
McKean–Vlasov process
Malliavin calculus
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