Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients (Q6046014)

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scientific article; zbMATH DE number 7685971
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Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients
scientific article; zbMATH DE number 7685971

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    Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients (English)
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    15 May 2023
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    Carathéodory approximate solution
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    strong convergence
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    perturbed stochastic differential equations
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    local time
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    irregular coefficients
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