论文标题
Skorohod SDE的路线唯一性和非探索特性,具有一类非lipschitz系数和非平滑域
Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains
论文作者
论文摘要
在这里,我们研究具有反射边界条件的随机微分方程。我们为框架中提供了足够的条件,可以在一个框架中提供溶液的唯一性和非探索特性,该框架承认非lipschitz连续系数和非平滑域。
Here we study stochastic differential equations with a reflecting boundary condition. We provide sufficient conditions for pathwise uniqueness and non-explosion property of solutions in a framework admitting non-Lipschitz continuous coefficients and non-smooth domains.