• Title of article

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

  • Author/Authors

    Andrzej Rozkosz، نويسنده , , Andrzej and S?omi?ski، نويسنده , , Leszek، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    18
  • From page
    285
  • To page
    302
  • Abstract
    We study stability with respect to perturbation of coefficients and existence of weak solutions of stochastic differential equations with reflecting boundary conditions. We assume that the domain is a convex subset of Rd or satisfies quite general conditions introduced by Lions and Sznitman. The coefficients are merely measurable functions and the diffusion coefficients may degenerate on some subsets of the domain.
  • Keywords
    Reflecting boundary condition , stochastic differential equation
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1997
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576092