Browsing by Author "0a3ed821-2e7d-48af-adef-0e4dc058769d"
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Piera Ugarte, Francisco; Mazumdar, Ravi R. (UNIV WASHINGTON, DEPT MATHEMATICS, 2008-10-30)We consider reflected jump-diffusions in the orthant Rn + with time- and state-dependent drift, diffusion and jump-amplitude coefficients. Directions of reflection upon hitting boundary faces are also allow to depend ...