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Stochastic differential equations for multi-dimensional domain with reflecting boundary

✍ Scribed by Yasumasa Saisho


Book ID
104893342
Publisher
Springer
Year
1987
Tongue
English
Weight
877 KB
Volume
74
Category
Article
ISSN
1432-2064

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πŸ“œ SIMILAR VOLUMES


Multi-dimensional backward stochastic di
✍ Juliang Yin πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 French βš– 150 KB

This paper investigates a class of multi-dimensional stochastic differential equations with one reflecting lower barrier (RBSDEs in short), where the random obstacle is described as an ItΓ΄ diffusion type of stochastic differential equation. The existence and uniqueness results for adapted solutions