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Reflected rough differential equations (Q491926)

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Language	Label	Description	Also known as
English	Reflected rough differential equations	scientific article

Statements

scholarly article

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Reflected rough differential equations (English)

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Stochastic Processes and their Applications

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publication date

19 August 2015

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full work available at URL

https://arxiv.org/abs/1311.6104

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zbMATH Keywords

reflected rough differential equations

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reflected stochastic differential equations

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rough path

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Skorokhod equation

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Brownian motion

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MaRDI profile type

MaRDI publication profile

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Wong-Zakai Approximation of Solutions to Reflecting Stochastic Differential Equations on Domains in Euclidean Spaces II

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Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces

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Small Random perturbation of dynamical systems with reflecting boundary

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Stochastic analysis, rough path analysis and fractional Brownian motions.

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Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation

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Support d'un processus de r�flexion

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On lipschitz continuity of the solution mapping to the skorokhod problem, with applications

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An approximation scheme for reflected stochastic differential equations

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Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion

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Differential equations driven by Gaussian signals

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Multidimensional Stochastic Processes as Rough Paths

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Controlling rough paths

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Stochastic differential equations with reflecting boundary conditions

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Differential equations driven by rough signals

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System Control and Rough Paths

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Wong-zaksi approximations for reflecting stochastic differential equations

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A transfer principle for multivalued stochastic differential equations

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Support theorem for stochastic variational inequalities

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Stochastic differential equations for multi-dimensional domain with reflecting boundary

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On approximation of solutions of multidimensional SDE's with reflecting boundary conditions

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Euler's approximations of solutions of SDEs with reflecting boundary.

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Stochastic differential equations with reflecting boundary condition in convex regions

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On the relation between ordinary and stochastic differential equations

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An inequality of the Hölder type, connected with Stieltjes integration

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Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain

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Identifiers

zbMATH Open document ID

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10.1016/j.spa.2015.03.008

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:491926

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