Multivalued Skorohod problem
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Publication:1307496
DOI10.1214/aop/1022855642zbMath0937.34046OpenAlexW2009687428MaRDI QIDQ1307496
Publication date: 31 October 1999
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1022855642
existenceuniquenessnormal reflectionnonlinear semigroup theorymultivalued stochastic differential equationsdeterministic Skorohod problem
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Applications of operator theory to differential and integral equations (47N20) Applications of operator theory in probability theory and statistics (47N30)
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Cites Work
- Stochastic differential equations for multi-dimensional domain with reflecting boundary
- Stochastic differential equations with reflecting boundary condition in convex regions
- Stochastic differential equations with reflecting boundary conditions
- Small Random perturbation of dynamical systems with reflecting boundary
- On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
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