Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve

Authors:	Gerald Trutnau

Affiliation:	Department of Mathematical Sciences and Research Institute of Mathematics, Seoul National University, San56-1 Shinrim-dong, Kwanak-gu, Seoul 151-747, South Korea

Abstract:

Keywords:	primary, 60H10, 60J60, 60J55 secondary, 35K20
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