Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity

DOI10.1007/s00440-007-0104-zzbMath1156.60037OpenAlexW2161289554MaRDI QIDQ948942

Amarjit Budhiraja, Rami Atar, Kavita Ramanan

Publication date: 16 October 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-007-0104-z

zbMATH Keywords

stochastic differential equationsdiscontinuous driftreflected diffusionsstochastic differential inclusionsskorokhod problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential inclusions (34A60) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Discontinuous ordinary differential equations (34A36) Stochastic analysis (60H99)

Related Items (4)

On directional derivatives of Skorokhod maps in convex polyhedral domains ⋮ The Skorohod oblique reflection problem in time-dependent domains ⋮ Set-valued and fuzzy stochastic differential equations in M-type 2 Banach spaces ⋮ Asymptotic Optimality of Power-of-d Load Balancing in Large-Scale Systems

Cites Work

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