Solution and reflected solutions of FSDEs with generalized Wiener functional approach

DOI10.1515/ROSE.2000.8.3.261zbMath0973.60068OpenAlexW2036775602MaRDI QIDQ2722262

Mohamed Erraoui, Youssef Ouknine, A. Sbi

Publication date: 11 July 2001

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2000.8.3.261

zbMATH Keywords

generalized Wiener functionalsforward stochastic differential equationspenalization argumentreflected solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Brownian motion (60J65)

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