Stochastic differential equations for multi-dimensional domain with reflecting boundary
type: Item
instance of: scholarly article
title: Stochastic differential equations for multi-dimensional domain with reflecting boundary
zbMATH Open document ID: 0591.60049
DOI: 10.1007/BF00699100
author: Yasumasa Saisho
publication date: 1987-01-01T00:00:00Z
review text: We prove that there exists a unique solution of the Skorohod equation for a domain in \(R^ d\) with reflecting boundary condition. We remove the admissibility condition of the domain which is assumed in the work of \textit{P. L. Lions} and \textit{A. S. Sznitman}, Stochastic differential equations with reflecting boundary conditions. Commun. Pure Appl. Math. 37, 511-537 (1984). We first consider a deterministic case and then discuss a stochastic case.
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 3949414
zbMATH Keywords: unique solution of the Skorohod equation
zbMATH Keywords: reflecting boundary condition
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00699100
OpenAlex ID: W2093378248
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 3949414