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Artículo
Some Results on Stochastic Differential Equations with Reflecting Boundary Conditions
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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