| dc.date.accessioned | 2013-03-12T08:16:20Z | |
| dc.date.available | 2013-03-12T08:16:20Z | |
| dc.date.issued | 2010 | en_US |
| dc.date.submitted | 2011-06-30 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10228 | |
| dc.description.abstract | In this paper we derive an explicit representation for strong solutions of a class of forward stochastic differential equations with reflections (FSDER's). Our approach relies on techniques from white noise analysis. The results obtained in this paper are relevant for the construction of strong solutions of FSDER's with discontinuous coefficients. | eng |
| dc.language.iso | eng | en_US |
| dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
| dc.relation.ispartof | Preprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | en_US |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
| dc.rights | © The Author(s) (2010). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
| dc.title | An Explicit Representation of Solutions of Forward SDE's with Reflections via White Noise Analysis | en_US |
| dc.type | Research report | en_US |
| dc.date.updated | 2011-06-30 | en_US |
| dc.rights.holder | Copyright 2010 The Author(s) | |
| dc.creator.author | Rubtsov, Mark | en_US |
| dc.subject.nsi | VDP::410 | en_US |
| dc.identifier.urn | URN:NBN:no-28080 | en_US |
| dc.type.document | Forskningsrapport | en_US |
| dc.identifier.duo | 131276 | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10228/1/pm21-10.pdf | |