一维反射混合随机延迟微分方程强解的存在性

IF 1 3区 数学 Q1 MATHEMATICS Forum Mathematicum Pub Date : 2024-03-25 DOI:10.1515/forum-2023-0288
Monir Chadad, Mohamed Erraoui
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引用次数: 0

摘要

根据路径唯一性特性,我们证明了由独立布朗运动和分数布朗运动混合驱动的一维反射随机延迟方程强解的存在性。困难在于,一方面,由于随机积分和路径积分,我们无法使用定点映射和收缩映射方法;另一方面,斯科罗霍德映射相对于所考虑的规范不连续。
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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.
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来源期刊
Forum Mathematicum
Forum Mathematicum 数学-数学
CiteScore
1.60
自引率
0.00%
发文量
78
审稿时长
6-12 weeks
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.
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