Perturbed Skorohod equations and perturbed reflected diffusion processes (Q1766512): Difference between revisions

The paper proves existence and uniqueness of the solution to the perturbed Skorokhod equation \[ X_t = x + {\int_0^t} \sigma (X_s) dB_s + \alpha \max_{0\leq s\leq t} X_s +L_t^X , \] where \(\sigma\) is Lipschitz, \(B_t\) is a standard Brownian motion, and \(L_t^X\) is the local time at \(0\) of \(X\). Applications are given to existence and uniqueness of some perturbed reflected diffusion processes.