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
- ,
- ,
- 巻
- 43
- 号
- 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 Science and Business Media LLC
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
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- 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
- URL
- https://link.springer.com/content/pdf/10.1007/s10959-020-01036-7.pdf
- URL
- https://link.springer.com/article/10.1007/s10959-020-01036-7/fulltext.html
- ID情報
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- DOI : 10.1007/s10959-020-01036-7
- ISSN : 0894-9840
- eISSN : 1572-9230
- Web of Science ID : WOS:000566031300001