On Stochastic Differential Equations with Reflecting Boundary Condition in Convex Domains

DOI10.4064/ba52-4-11zbMath1138.60327OpenAlexW1988548410MaRDI QIDQ4677418

Weronika Łaukajtys

Publication date: 20 May 2005

Published in: Bulletin of the Polish Academy of Sciences Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/ba52-4-11

zbMATH Keywords

Skorokhod problemstochastic differential equation with reflecting boundary

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Related Items (6)

Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps ⋮ On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps ⋮ Penalization methods for the Skorokhod problem and reflecting SDEs with jumps ⋮ Multivalued monotone stochastic differential equations with jumps ⋮ Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains ⋮ On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients

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