论文标题
随机微分方程相对于可选的半明星和两个反映调节屏障
Stochastic differential equations with respect to optional semimartingales and two reflecting regulated barriers
论文作者
论文摘要
在这项工作中，我们引入了一个新的Skorokhod问题，当驱动过程的轨迹和障碍的轨迹左右有限时，有两个反射障碍。我们表明，在确定性情况下，这个问题具有明确的独特解决方案。然后，我们将结果应用于研究反射的随机微分方程溶液相对于可选的半明星的存在和独特性。该研究是在不一定满足通常条件的概率空间上进行的。
In this work, we introduce a new Skorokhod problem with two reflecting barriers when the trajectories of the driven process and the barriers are right and left limited. We show that this problem has an explicit unique solution in a deterministic case. Then, we apply our result to study the existence and uniqueness of solutions of reflected stochastic differential equations with respect to optional semimartingales. The study is carried out on a probability space that does not necessarily satisfy the usual conditions.
