Anticipating Reflected Stochastic Differential Equations

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dc.creatorLiang, Zongxia
dc.creatorZhang, Tusheng
dc.date2006-12-12
dc.date.accessioned2026-07-07T06:36:07Z
dc.date.available2026-07-07T06:36:07Z
dc.descriptionIn 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.
dc.description18 pages
dc.identifierhttps://arxiv.org/abs/math/0612294
dc.identifierhttp://arxiv.org/abs/math/0612294
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/99985
dc.subjectProbability
dc.subject60H07, 60H10, 60J60
dc.titleAnticipating Reflected Stochastic Differential Equations
dc.typetext

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