@inproceedings{933b5737f5cf45328c2aa4fb5c1a91c5,
title = "Parametrix Methods for One-Dimensional Reflected SDEs",
abstract = "In this article, we revisit in a didactic manner the forward and backward approaches of the parametrix method for one-dimensional reflected stochastic differential equations on the half line. We give probabilistic expressions for the expectation of functionals of its solution and we also discuss properties of the associated density.",
keywords = "Parametrix method, Probabilistic representation, Reflected SDEs",
author = "Aur{\'e}lien Alfonsi and Masafumi Hayashi and Arturo Kohatsu-Higa",
note = "Publisher Copyright: {\textcopyright} 2017, Springer International Publishing AG.; International Conference on Modern problems of stochastic analysis and statistics, in honor On the occasion of Valentin Konakov{\textquoteright}s 70th birthday, 2016 ; Conference date: 29-05-2016 Through 02-06-2016",
year = "2017",
month = jan,
day = "1",
doi = "10.1007/978-3-319-65313-6\_3",
language = "English",
isbn = "9783319653129",
series = "Springer Proceedings in Mathematics and Statistics",
publisher = "Springer New York LLC",
pages = "43--66",
editor = "Vladimir Panov",
booktitle = "Modern Problems of Stochastic Analysis and Statistics - Selected Contributions in Honor of Valentin Konakov",
}