Skip to main content

All Questions

1 question with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
1 vote
0 answers
106 views

Domain of a reflected stochastic differential equation

I am currently investigating the domain of the infinitesimal generator of a reflected stochastic differential equation (for a smooth and bounded domain) with Lipschitz coefficients. Namely SDEs of the ...
fast_and_fourier's user avatar