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
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
Journal title :
Stochastic Processes and their Applications