Some Results on Stochastic Differential Equations with Reflecting Boundary Conditions

Marín Rubio, Pedro; Real Anguas, José

doi:http://dx.doi.org/10.1023/B:JOTP.0000040295.09922.85

Artículo

dc.creator	Marín Rubio, Pedro
dc.creator	Real Anguas, José
dc.date.accessioned	2015-06-23T13:55:10Z
dc.date.available	2015-06-23T13:55:10Z
dc.date.issued	2004
dc.identifier.citation	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.	es
dc.identifier.issn	0894-9840
dc.identifier.issn	1572-9230
dc.identifier.uri	http://hdl.handle.net/11441/25954
dc.description.abstract	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).
dc.format	application/pdf
dc.language.iso	eng
dc.publisher	Springer Verlag (Germany)
dc.relation.ispartof	Journal of Theoretical Probability, 17(3), 705-716
dc.rights	Atribución-NoComercial-SinDerivadas 4.0 España
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0
dc.subject	Skorokhod problem
dc.subject	Reflected stochastic differential equations
dc.subject	Monotonicity condition
dc.subject	Strong solution
dc.title	Some Results on Stochastic Differential Equations with Reflecting Boundary Conditions
dc.type	info:eu-repo/semantics/article
dcterms.identifier	https://ror.org/03yxnpp24
dc.type.version	info:eu-repo/semantics/submittedVersion	es
dc.rights.accessRights	info:eu-repo/semantics/openAccess
dc.contributor.affiliation	Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico
dc.relation.publisherversion
dc.identifier.doi	http://dx.doi.org/10.1023/B:JOTP.0000040295.09922.85	es
dc.journaltitle	Journal of Theoretical Probability	es
dc.publication.volumen	17	es
dc.publication.issue	3	es
dc.publication.initialPage	705	es
dc.publication.endPage	716	es
dc.identifier.idus	https://idus.us.es/xmlui/handle/11441/25954

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