SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation

DOI10.1016/j.spa.2017.03.003zbMath1372.60094OpenAlexW2597341360MaRDI QIDQ2408995

Adrian Falkowski, Leszek Slominski

Publication date: 10 October 2017

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

Full work available at URL: https://doi.org/10.1016/j.spa.2017.03.003

zbMATH Keywords

semimartingales\(p\)-variationreflecting boundary conditionstochastic differential equations with constraints

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integral equations (60H20)

Related Items (4)

SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation ⋮ Mean reflected stochastic differential equations with two constraints ⋮ Càdlàg rough differential equations with reflecting barriers ⋮ Non-uniqueness for reflected rough differential equations

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