Càdlàg rough differential equations with reflecting barriers


Allan, Andrew L. ; Liu, Chong ; Prömel, David J.


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DOI: https://doi.org/10.1016/j.spa.2021.08.004
URL: https://www.sciencedirect.com/science/article/pii/...
Additional URL: https://www.researchgate.net/publication/354136875...
URN: urn:nbn:de:bsz:180-madoc-638128
Document Type: Article
Year of publication: 2021
The title of a journal, publication series: Stochastic Processes and Their Applications
Volume: 142
Page range: 79-104
Place of publication: Amsterdam [u.a.]
Publishing house: Elsevier
ISSN: 0304-4149
Publication language: English
Institution: School of Business Informatics and Mathematics > Mathematical Finance (Prömel 2019-)
Pre-existing license: Creative Commons Attribution 4.0 International (CC BY 4.0)
Subject: 510 Mathematics




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