Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED

Stochastic Analysis and Applications Pub Date : 2022-04-24 DOI:10.1080/07362994.2022.2064306

Kamal Hiderah, Mohamed Bourza

引用次数: 1

Abstract

Abstract In this article, we aim to present the Carathéodory scheme for a class of perturbed stochastic differential equations with reflecting boundary (PSDERB). It is shown that the Carathéodory approximate solutions converge to the unique solution of this class of PSDERB. The existence and pathwise uniqueness theorem for this class of PSDERB are established under irregular coefficients.

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一类具有不规则系数的摄动反射随机微分方程的carath多近似解

摘要在本文中，我们旨在给出一类带反射边界的扰动随机微分方程（PSDERB）的Carathéodory格式。结果表明，Carathéodory近似解收敛于这类PSDERB的唯一解。在不规则系数下建立了这类PSDERB的存在性和路径唯一性定理。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Stochastic Analysis and Applications 数学-统计学与概率论

CiteScore

2.70

自引率

7.70%

发文量

审稿时长

6-12 weeks

期刊介绍： Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.