Hiroshima Mathematical Journal

Stochastic differential equations with reflecting boundary condition in convex regions

Hiroshi Tanaka

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Article information

Hiroshima Math. J., Volume 9, Number 1 (1979), 163-177.

First available in Project Euclid: 21 March 2008

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60H10: Stochastic ordinary differential equations [See also 34F05]
Secondary: 60J60: Diffusion processes [See also 58J65]


Tanaka, Hiroshi. Stochastic differential equations with reflecting boundary condition in convex regions. Hiroshima Math. J. 9 (1979), no. 1, 163--177. https://projecteuclid.org/euclid.hmj/1206135203

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