{"title":"一维反射混合随机延迟微分方程强解的存在性","authors":"Monir Chadad, Mohamed Erraoui","doi":"10.1515/forum-2023-0288","DOIUrl":null,"url":null,"abstract":"Relying on the pathwise uniqueness property, we prove existence of the strong solution of a one-dimensional reflected stochastic delay equation driven by a mixture of independent Brownian and fractional Brownian motions. The difficulty is that on the one hand we cannot use the fixed-point and contraction mapping methods because of the stochastic and pathwise integrals, and on the other hand the non-continuity of the Skorokhod map with respect to the norms considered.","PeriodicalId":12433,"journal":{"name":"Forum Mathematicum","volume":null,"pages":null},"PeriodicalIF":1.0000,"publicationDate":"2024-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Existence of strong solutions for one-dimensional reflected mixed stochastic delay differential equations\",\"authors\":\"Monir Chadad, Mohamed Erraoui\",\"doi\":\"10.1515/forum-2023-0288\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Relying on the pathwise uniqueness property, we prove existence of the strong solution of a one-dimensional reflected stochastic delay equation driven by a mixture of independent Brownian and fractional Brownian motions. The difficulty is that on the one hand we cannot use the fixed-point and contraction mapping methods because of the stochastic and pathwise integrals, and on the other hand the non-continuity of the Skorokhod map with respect to the norms considered.\",\"PeriodicalId\":12433,\"journal\":{\"name\":\"Forum Mathematicum\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.0000,\"publicationDate\":\"2024-03-25\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Forum Mathematicum\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1515/forum-2023-0288\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Forum Mathematicum","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1515/forum-2023-0288","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
Existence of strong solutions for one-dimensional reflected mixed stochastic delay differential equations
Relying on the pathwise uniqueness property, we prove existence of the strong solution of a one-dimensional reflected stochastic delay equation driven by a mixture of independent Brownian and fractional Brownian motions. The difficulty is that on the one hand we cannot use the fixed-point and contraction mapping methods because of the stochastic and pathwise integrals, and on the other hand the non-continuity of the Skorokhod map with respect to the norms considered.
期刊介绍:
Forum Mathematicum is a general mathematics journal, which is devoted to the publication of research articles in all fields of pure and applied mathematics, including mathematical physics. Forum Mathematicum belongs to the top 50 journals in pure and applied mathematics, as measured by citation impact.