2019/02/15 by Rachid Belfadli, Belfadli, Rachid, Imane Jarni +3
Economics, Econometrics and Finance · Mathematics · #Applied mathematics #Differential Equations and Numerical Methods #FOS: Mathematics #Mathematical Biology Tumor Growth #Mathematical analysis #Mathematical economics #Mathematics #Probability (math.PR) #Pure mathematics #Stochastic differential equation #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Uniqueness #advanced mathematical theories #math.PR
paper · pdf · doi:10.48550/arxiv.1902.05838
15 pages
openalex publication_date 2019/02/15 · arxiv created 2019/04/25 · arxiv updated 2019/04/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/06
In this paper we deal with Skorokhod problem for right continuous left\nlimited (rcll) barriers. We prove existence and uniqueness of the solution when\nthe barriers are only supposed to be rcll and completely separated. Then, we\napply our results to prove existence and uniqueness of the solution of a\nreflected stochastic differential equation (SDE).\n