Abstract
In this paper, under some suitable conditions, we prove existence of a strong solution and uniqueness for the perturbed stochastic differential equations with reflected boundary (PSDERB), that is,
where 𝐻 is a continuous R-valued function,
Acknowledgements
We are thankful to the editor and the anonymous referee for very careful reading, and her/his valuable remarks and suggestions which led to the improvement of the article.
References
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- Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary
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Articles in the same Issue
- Frontmatter
- Option pricing: Examples and open problems
- A wavelet-based method in aggregated functional data analysis
- Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary
- On the estimation of periodic signals in the diffusion process using a high-frequency scheme
- Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition
- Random walk on spheres method for solving anisotropic transient diffusion problems and flux calculations
- Asymmetric kernel method in the study of strong stability of the PH/M/1 queuing system