Correction. SDEs with oblique reflections on nonsmooth domains
Paul Dupuis, Hitoshi Ishii
TL;DR
This paper addresses the correction of previous work on stochastic differential equations with oblique reflections in nonsmooth domains, clarifying earlier results and providing accurate mathematical formulations.
Contribution
It provides a corrected and refined analysis of SDEs with oblique reflections in nonsmooth domains, improving the theoretical understanding.
Findings
Corrected previous results on SDEs with oblique reflections
Clarified conditions for existence and uniqueness
Enhanced mathematical framework for nonsmooth domains
Abstract
Correction to The Annals of Probability 21 (1993) 554--580 [http://projecteuclid.org/euclid.aop/1176989415]
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Taxonomy
TopicsOptics and Image Analysis · Synthesis and properties of polymers