On stability and existence of solutions of SDEs with reflection at the boundary
On stability and existence of solutions of SDEs with reflection at the boundary
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DOI：
10.1016/s0304-4149(97)00025-2
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发表时间：
1997-06
影响因子：
1.4
通讯作者：
A. Rozkosz;L. Slominski
中科院分区：
文献类型：
--
作者：
A. Rozkosz;L. Slominski
研究了具有反射边界条件的随机微分方程的系数摄动稳定性和弱解的存在性。我们假设域是Rdor的一个凸子集，满足Lions和Sznitman引入的相当一般的条件。这些系数仅仅是可测量的函数，扩散系数可能在区域的某些子集上退化。
We study stability with respect to perturbation of coefficients and existence of weak solutions of stochastic differential equations with reflecting boundary conditions. We assume that the domain is a convex subset of Rdor satisfies quite general conditions introduced by Lions and Sznitman. The coefficients are merely measurable functions and the diffusion coefficients may degenerate on some subsets of the domain.