SDEs with constraints driven by processes with bounded p-variation

zbMath1333.60119arXiv1405.3853MaRDI QIDQ2787071

Leszek Slominski, Adrian Falkowski

Publication date: 24 February 2016

Full work available at URL: https://arxiv.org/abs/1405.3853

zbMATH Keywords

fractional Brownian motionstochastic differential equationsintegral equationsSkorokhod problemconstraints\(p\)-variationreflecting boundary condition

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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