{"title":"Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains","authors":"K. Nyström, Thomas Önskog","doi":"10.1080/17442508.2014.1000327","DOIUrl":null,"url":null,"abstract":"We consider the Skorohod problem for càdlàg functions, and the subsequent construction of solutions to normally reflected stochastic differential equations driven by Lévy processes, in the setting of non-smooth and time-dependent domains.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2015-04-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/17442508.2014.1000327","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3
Abstract
We consider the Skorohod problem for càdlàg functions, and the subsequent construction of solutions to normally reflected stochastic differential equations driven by Lévy processes, in the setting of non-smooth and time-dependent domains.
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