Existence and uniqueness of perturbed reflected jump diffusion processes

DOI10.1080/07362994.2017.1351374zbMATH Open1387.60094OpenAlexW2756295575MaRDI QIDQ4602037

Hua Zhang

Publication date: 25 January 2018

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2017.1351374

zbMATH Keywords

existenceuniquenesscàdlàg perturbed Skorokhod problemperturbed reflected jump diffusion processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (1)

Doubly perturbed uncertain differential equations

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