Caratheodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients

被引：2

作者：

Hiderah, Kamal ^{[1
]}

Bourza, Mohamed ^{[2
]}

机构：

[1] Univ Aden, Fac Sci, Dept Math, Aden, Yemen

[2] Univ Ibn Tofail, Dept Math, Kenitra, Morocco

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2023年 / 41卷 / 03期

关键词：

Caratheodory approximate solution; strong convergence; perturbed stochastic differential equations; local time; irregular coefficients; LARGE DEVIATIONS; BROWNIAN-MOTION; LOCAL TIME; CONVERGENCE; SCHEME; SDES;

D O I：

10.1080/07362994.2022.2064306

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this article, we aim to present the Caratheodory scheme for a class of perturbed stochastic differential equations with reflecting boundary (PSDERB). It is shown that the Caratheodory 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.

引用

页码：604 / 625

页数：22

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