The Skorohod oblique reflection problem in time-dependent domains (Q606631): Difference between revisions

The authors construct the solution of deterministic multidimensional Skorohod oblique reflection problem in time-dependent domains into the class of càdlàg functions. The cross-sections in time of the domains are non empty sets, connected and bounded.The domains satisfy the uniform exterior sphere condition and the certain condition of continuity. The proved results are applied to the proof of existence of the solution of a stochastic differential equation with oblique reflection. The paper consists a numerous comments, explanations to a fragments of the proofs. The survey of modern state of the investigated problem is presented too.