{"title":"Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients","authors":"Kamal Hiderah, Mohamed Bourza","doi":"10.1080/07362994.2022.2064306","DOIUrl":null,"url":null,"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.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"604 - 625"},"PeriodicalIF":0.8000,"publicationDate":"2022-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Analysis and Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/07362994.2022.2064306","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
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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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.
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