Existence and uniqueness of semimartingale reflecting Brownian motions in convex polyhedra. Dai, J. and Williams, R. J. Teor. Veroyatnost. i Primenen., 40(1):3–53, 1995.
Paper bibtex @article{MR1346729,
Author = {Dai, J.G. and Williams, R. J.},
Date-Added = {2018-03-02 15:37:34 +0000},
Date-Modified = {2018-03-02 15:42:39 +0000},
Fjournal = {Rossi\u\i skaya Akademiya Nauk. Teoriya Veroyatnoste\u\i \ i ee Primeneniya},
Issn = {0040-361X},
Journal = {Teor. Veroyatnost. i Primenen.},
Mrclass = {60G44 (60H07 60H25 60J65)},
Mrnumber = {1346729},
Mrreviewer = {V\v era L\'ansk\'a},
Number = {1},
Pages = {3--53},
Title = {Existence and uniqueness of semimartingale reflecting {B}rownian motions in convex polyhedra},
Url = {https://doi.org/10.1137/1140001},
Volume = {40},
Year = {1995},
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