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\\(Z\\) be a given \\(\\mathbb R^k\\) semimartingale with respect to some filtration \\(\\mathcal F_t\\), \\([Z,Z]^c\\) the continuous part of its quadratic variation, \\(f\\in C^1(\\mathbb R^d,\\mathbb R^{d\\times k})\\) with bounded derivative, \\(D\\subset\\mathbb R^d\\), and a random variable \\(X_0\\in \\overline D\\). Consider the SDE, for \\(t\\geq 0\\), \\[ \\begin{multlined} X_t= X_0 +\\int_0^t f(X_{s^-}) dZ_s +\\frac{1}{2}\\int_0^t f'f(X_{s^-}) d[Z,Z]_s^c + \\Phi_t+\\\\ +\\sum_{0\\leq s\\leq t} \\{\\varphi(f\\Delta Z_s,X_{s^-})-X_{s^-}-f(X_{s^-})\\Delta Z_s\\}\\end{multlined} \\] with the conditions: 1) \\(X_t\\in \\overline D\\), and \\(\\Phi_t\\) is a bounded variation continuous process, both \\(\\mathcal F_t\\)-adapted, such that \\[ \\Phi_t=\\int_0^t \\overline\\theta(s) d|\\Phi|_s,\\;\\overline\\theta(s)\\in N(X_s),\\;d|\\Phi|\\text{-a.e.} \\quad\\text{and}\\quad\\Phi_t=\\int_0^t \\int \\{X_s\\in\\partial D\\} d\\Phi_s , \\] with \\(N(x)\\) the set of inward normal unit vectors at \\(x\\in\\partial D\\). 2) \\(\\varphi(g,x)\\) is the solution at time \\(t=1\\) of \\[ y_t=x+\\int_0^t g(y_s) ds+\\kappa_t,\\qquad y_t\\in\\overline D, \\] where \\(\\kappa\\) is a deterministic function with the same properties as the paths of \\(\\Phi\\). This model introduces reflection at a boundary to the one studied by \\textit{T. G. Kurtz, \u00c9. Pardoux} and \\textit{P. Protter} [Ann. Inst. Henri Poincar\u00e9, Probab. Stat. 31, No. 2, 351-377 (1995; Zbl 0823.60046)]. Note that a solution is specified by giving \\(X\\), \\(\\Phi\\), \\(y\\), \\(\\kappa\\) (the last two are also random functions since they depend on the jump points of \\(Z\\)). In case \\(\\partial D\\) is of class \\(C^2\\), there exists a unique solution to the problem. Moreover, if \\(Z\\) is a vector of independent L\u00e9vy processes, then \\(X\\) is a strong Markov process. Existence and uniqueness also hold for less regular boundaries, provided the jumps of \\(Z\\) are summable. Some results on stability of the solution with respect to the data \\(f\\) and \\(Z\\) are also obtained.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2767487$F069F166-186E-4434-A503-080E7BBC15B9","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Stratonovich type SDE's with normal reflection driven by semimartingales","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Stratonovich_type_SDE%27s_with_normal_reflection_driven_by_semimartingales"}}}}}