Multidimensional SDE with anticipating initial process and reflection

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dc.creatorLiang, Zongxia
dc.date2007-04-20
dc.date.accessioned2026-07-07T07:57:36Z
dc.date.available2026-07-07T07:57:36Z
dc.descriptionIn this paper, the strong solutions $ (X, L)$ of multidimensional stochastic differential equations with reflecting boundary and possible anticipating initial random variables is established. The key is to obtain some substitution formula for Stratonovich integrals via a uniform convergence of the corresponding Riemann sums and to prove continuity of functionals of $ (X, L)$.
dc.description25pages
dc.identifierhttps://arxiv.org/abs/0704.2715
dc.identifierhttp://arxiv.org/abs/0704.2715
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/127708
dc.subjectProbability
dc.subject(Primary) 60H07, 60H10, 60J60; (Secondary) 60J55, 60J50
dc.titleMultidimensional SDE with anticipating initial process and reflection
dc.typetext

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