SOME IDENTITIES ON LOCAL-TIMES AND UNIQUENESS OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS WITH REFLECTION

被引：7

作者：

OUKNINE, Y

机构：

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1993年 / 48卷 / 02期

关键词：

LOCAL TIME; STOCHASTIC DIFFERENTIAL EQUATION;

D O I：

10.1016/0304-4149(93)90052-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We give some useful formula on local time and we apply the local time technique to prove a pathwise uniqueness on stochastic differential equations with reflection at the boundary.

引用

页码：335 / 340

页数：6