Skorokhod problem
In probability theory, the Skorokhod problem is the problem of solving a stochastic differential equation with a reflecting boundary condition. The problem is named after Anatoliy Skorokhod who first published the solution to a stochastic differential equation for a reflecting Brownian motion.
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Skorokhod problem
In probability theory, the Skorokhod problem is the problem of solving a stochastic differential equation with a reflecting boundary condition. The problem is named after Anatoliy Skorokhod who first published the solution to a stochastic differential equation for a reflecting Brownian motion.
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In probability theory, the Sko ...... a reflecting Brownian motion.
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In probability theory, the Sko ...... a reflecting Brownian motion.
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Skorokhod problem
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