Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains
Sign Up to like & getrecommendations! Published in 2019 at "Stochastics and Dynamics"
DOI: 10.1142/s0219493719500254
Abstract: In this paper, we first review the penalization method for solving deterministic Skorokhod problems in non-convex domains and establish estimates for problems with [Formula: see text]-Hölder continuous functions. With the help of these results obtained… read more here.
Keywords: stochastic differential; reflected stochastic; brownian motion; non convex ... See more keywords