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Pathwise Uniqueness and Non-explosion Property of Skorohod SDEs with a Class of Non-Lipschitz Coefficients and Non-smooth Domains
Journal of Theoretical Probability ( IF 0.8 ) Pub Date : 2020-09-04 , DOI: 10.1007/s10959-020-01036-7
Masanori Hino , Kouhei Matsuura , Misaki Yonezawa

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.

中文翻译:

具有一类非Lipschitz系数和非光滑域的Skorohod SDE的路径唯一性和非爆炸性

在这里,我们研究具有反射边界条件的随机微分方程。我们在一个允许非 Lipschitz 连续系数和非光滑域的框架中为解决方案的路径唯一性和非爆炸性提供了充分条件。
更新日期:2020-09-04
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