𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Strong solution of Itô type set-valued stochastic differential equation

✍ Scribed by Jun Gang Li; Shou Mei Li; Yukio Ogura

Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2010
Tongue
English
Weight
218 KB
Volume
26
Category
Article
ISSN
1439-7617

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Multi-dimensional backward stochastic di
Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type
✍ Juliang Yin 📂 Article 📅 2010 🏛 Elsevier Science 🌐 French ⚖ 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 Itô diffusion type of stochastic differential equation. The existence and uniqueness results for adapted solutions