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Title of Journal: Front Math China

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Abbravation: Frontiers of Mathematics in China

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Higher Education Press

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10.1007/s00405-014-2965-y

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1673-3576

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Reflected stochastic differential equations driven

Authors: Peng Luo
Publish Date: 2015/03/18
Volume: 11, Issue: 1, Pages: 123-140
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Abstract

We study the uniqueness and existence of solutions of reflected Gstochastic differential equations RGSDEs with nonlinear resistance under an integralLipschitz condition of coefficients Moreover we obtain the comparison theorem for RGSDEs with nonlinear resistance


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