論文

査読有り
2021年12月

Pathwise Uniqueness and Non-explosion Property of Skorohod SDEs with a Class of Non-Lipschitz Coefficients and Non-smooth Domains

JOURNAL OF THEORETICAL PROBABILITY
  • Masanori Hino
  • ,
  • Kouhei Matsuura
  • ,
  • Misaki Yonezawa

34
4
開始ページ
2166
終了ページ
2191
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1007/s10959-020-01036-7
出版者・発行元
SPRINGER/PLENUM PUBLISHERS

Here, we study stochastic differential equations with a reflecting boundary condition. We provide sufficient conditions for pathwise uniqueness and non-explosion property of solutions in a framework admitting non-Lipschitz continuous coefficients and non-smooth domains.

リンク情報
DOI
https://doi.org/10.1007/s10959-020-01036-7
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000566031300001&DestApp=WOS_CPL
ID情報
  • DOI : 10.1007/s10959-020-01036-7
  • ISSN : 0894-9840
  • eISSN : 1572-9230
  • Web of Science ID : WOS:000566031300001

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