Anticipating Reflected Stochastic Differential Equations

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In this paper, we establish the existence of the solutions $ (X, L)$ of reflected stochastic differential equations with possible anticipating initial random variables. The key is to obtain some substitution formula for Stratonovich integrals via a uniform convergence of the corresponding Riemann sums.
18 pages

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Probability, 60H07, 60H10, 60J60

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http://salesiana.dossiersoluciones.com/handle/123456789/99985

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0612294
 http://arxiv.org/abs/math/0612294

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arXiv