On stability and existence of solutions of SDEs with reflection at the boundary

DOI10.1016/S0304-4149(97)00025-2zbMath0911.60038MaRDI QIDQ1275931

Andrzej Rozkosz, Leszek Slominski

Publication date: 14 January 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stability; stochastic differential equation; reflecting boundary condition

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

Related Items

Existence theorems for solutions of stochastic differential equations with discontinuous right-hand sides, Stochastic variational inequalities with oblique subgradients, Stability analysis of stochastic differential equations with the use of Lyapunov functions of constant sign, Existence of weak solutions of stochastic differential equations with discontinuous coefficients and with a partially degenerate diffusion operator, Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients, Stochastic equations with multidimensional drift driven by Levy processes

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