deuschel.zambotti:05:bismut-elworthys¶
BibTeX Entry:
@article{deuschel.zambotti:05:bismut-elworthys,
author = {Deuschel, Jean-Dominique and Zambotti, Lorenzo},
doi = {10.1016/j.spa.2005.01.002},
fjournal = {Stochastic Processes and their Applications},
issn = {0304-4149,1879-209X},
journal = {Stochastic Process. Appl.},
mrclass = {60H10 (60H07 60J55)},
mrnumber = {2134484},
mrreviewer = {Anna\ Amirdjanova},
number = {6},
pages = {907--925},
title = {Bismut-{E}lworthy's formula and random walk representation for {SDE}s with reflection},
url = {https://doi.org/10.1016/j.spa.2005.01.002},
volume = {115},
year = {2005}
}