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
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