An existence theorem for weak solutions of stochastic differential equations with discontinuous right-hand sides and with reflection at the boundary

DOI10.1023/A:1026058810002zbMath1075.60071OpenAlexW273816081MaRDI QIDQ1778172

A. A. Levakov

Publication date: 17 June 2005

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1026058810002

zbMATH Keywords

stochastic differential equation with reflection at the boundary

Mathematics Subject Classification ID

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

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