Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains
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Publication:5384790
DOI10.1142/S0219493719500254zbMath1415.60065arXiv1703.03238MaRDI QIDQ5384790
Abdoulaye Soumana Hima, Yi-Qing Lin
Publication date: 25 June 2019
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.03238
stochastic differential equationsSkorokhod problemHölder continuity\(G\)-Brownian motionnon-convex reflecting boundaries
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)
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