Artículo
Some Results on Stochastic Differential Equations with Reflecting Boundary Conditions
Autor/es | Marín Rubio, Pedro
Real Anguas, José |
Departamento | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico |
Fecha de publicación | 2004 |
Fecha de depósito | 2015-06-23 |
Publicado en |
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Resumen | Some results related to stochastic differential equations with reflecting boundary conditions (SDER) are obtained. Existence and uniqueness of strong solution is ensured under the relaxation on the drift coefficient (instead ... Some results related to stochastic differential equations with reflecting boundary conditions (SDER) are obtained. Existence and uniqueness of strong solution is ensured under the relaxation on the drift coefficient (instead of the Lipschitz character, a monotonicity condition is supposed). |
Cita | Marín Rubio, P. y Real Anguas, J. (2004). Some Results on Stochastic Differential Equations with Reflecting Boundary Conditions. Journal of Theoretical Probability, 17 (3), 705-716. |
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