caa a22 4500 477073948 CHVBK 20180405111434.0 cr unu---uuuuu 170330e19960301xx s 000 0 eng 10.1007/BF02254738 doi (NATIONALLICENCE)springer-10.1007/BF02254738 Shashiashvili M. Laboratory of Stochastic Analysis and Statistical Decisions, I. Javakhishvili Tbilisi State University, 2, University St., 380043, Tbilisi, Republic of Georgia aut The skorokhod oblique reflection problem in a convex polyhedron [Elektronische Daten] [M. Shashiashvili] The Skorokhod oblique reflection problem is studied in the case ofn-dimensional convex polyhedral domains. The natural sufficient condition on the reflection directions is found, which together with the Lipschitz condition on the coefficients gives the existence and uniqueness of the solution. The continuity of the corresponding solution mapping is established. This property enables one to construct in a direct way the reflected (in a convex polyhedral domain) diffusion processes possessing the nice properties. Plenum Publishing Corporation, 1996 Skorokhod oblique reflection problem nationallicence convex polyhedron nationallicence maximal functions nationallicence reflected diffusion processes nationallicence Georgian Mathematical Journal Kluwer Academic Publishers-Plenum Publishers 3/2(1996-03-01), 153-176 1072-947X 3:2<153 1996 3 11290 https://doi.org/10.1007/BF02254738 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF02254738 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Shashiashvili M. Laboratory of Stochastic Analysis and Statistical Decisions, I. Javakhishvili Tbilisi State University, 2, University St., 380043, Tbilisi, Republic of Georgia aut NATIONALLICENCE 773 0- Georgian Mathematical Journal Kluwer Academic Publishers-Plenum Publishers 3/2(1996-03-01), 153-176 1072-947X 3:2<153 1996 3 11290 Metadata rights reserved Springer special CC-BY-NC licence nationallicence SWISSBIB 378249673 BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer