On the variation of the difference of singular components in the skorokhod problem and on stochastic differential systems in a half-space

DOI10.1080/17442508808833514zbMath0648.60055OpenAlexW2011442192MaRDI QIDQ3793445

M. A. Shashiashvili

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833514

zbMATH Keywords

representationSkorokhod problemlocal timesexistence and uniqueness of a strong solutionpredictable process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Local time and additive functionals (60J55)

Related Items (3)

A lemma of variational distance between maximal functions with application to the skorokhod problem in a nonnegative orthant with state-dependent reflection directions ⋮ Stochastic differential equations with time-dependent reflecting barriers ⋮ An insurance network: Nash equilibrium

Cites Work

• Reflexion discontinue et systèmes stochastiques
• Strong Solutions of Stochastic Differential Equations with Boundary Conditions

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