具有路径相关系数的反射SDEs的Wong-Zakai逼近及支持定理

IF 2.3 2区数学 Q1 MATHEMATICS

Journal of Differential Equations Pub Date : 2025-06-25 Epub Date: 2025-03-10 DOI:10.1016/j.jde.2025.113219

Jiagang Ren , Sheng Wang , Jing Wu

引用次数: 0

摘要

本文建立了具有路径相关系数的反射随机微分方程的Wong-Zakai近似结果。在新建立的极限定理的基础上，通过非预期泛函演算，建立了该类方程解过程的支持定理。

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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Wong-Zakai approximations and support theorem for reflected SDEs with path-dependent coefficients

In this paper we establish the Wong-Zakai approximation result for reflected stochastic differential equations (SDEs) with path-dependent coefficients. Based on the newly established limit theorem, we also establish the support theorem for the solution process of this type of equations, which is accomplished through the non-anticipative functional calculus.

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来源期刊

Journal of Differential Equations 数学-数学

CiteScore

4.40

自引率

8.30%

发文量

543

审稿时长

9 months

期刊介绍： The Journal of Differential Equations is concerned with the theory and the application of differential equations. The articles published are addressed not only to mathematicians but also to those engineers, physicists, and other scientists for whom differential equations are valuable research tools. Research Areas Include: • Mathematical control theory • Ordinary differential equations • Partial differential equations • Stochastic differential equations • Topological dynamics • Related topics