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Reflected Brownian motion with singular drift

Wang, C; Yang, SS; Zhang, TS

Wang, C (corresponding author), Univ Manchester, Sch Math, Oxford Rd, Manchester M13 9PL, Lancs, England.

BERNOULLI, 2021; 27 (2): 866

Abstract

In this article, we show that there exists a unique weak solution to the reflected Brownian motion with singular drift mu, where mu is a vector-valued......

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