Journal article 1115 views
Stochastic delay differential equations with jump reflection: invariant measure.
Stochastics, Volume: 88, Issue: 6, Pages: 841 - 863
Swansea University Author:
Chenggui Yuan
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DOI (Published version): 10.1080/17442508.2016.1149589
Abstract
In this paper, we obtain the existence and uniqueness for a class of stochastic delay differential equations with jump reflection. Moreover, we reveal the relationship between the regulator and the local time.
Published in: | Stochastics |
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Published: |
2016
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URI: | https://cronfa.swan.ac.uk/Record/cronfa31020 |
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2017-06-28T17:26:06.7654540 v2 31020 2016-11-09 Stochastic delay differential equations with jump reflection: invariant measure. 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2016-11-09 SMA In this paper, we obtain the existence and uniqueness for a class of stochastic delay differential equations with jump reflection. Moreover, we reveal the relationship between the regulator and the local time. Journal Article Stochastics 88 6 841 863 Stochastic delay differential equations; jump reflection; invariantmeasure; local time 22 2 2016 2016-02-22 10.1080/17442508.2016.1149589 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2017-06-28T17:26:06.7654540 2016-11-09T10:37:21.0050543 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Chenggui Yuan 0000-0003-0486-5450 1 Lijun Bo 2 |
title |
Stochastic delay differential equations with jump reflection: invariant measure. |
spellingShingle |
Stochastic delay differential equations with jump reflection: invariant measure. Chenggui Yuan |
title_short |
Stochastic delay differential equations with jump reflection: invariant measure. |
title_full |
Stochastic delay differential equations with jump reflection: invariant measure. |
title_fullStr |
Stochastic delay differential equations with jump reflection: invariant measure. |
title_full_unstemmed |
Stochastic delay differential equations with jump reflection: invariant measure. |
title_sort |
Stochastic delay differential equations with jump reflection: invariant measure. |
author_id_str_mv |
22b571d1cba717a58e526805bd9abea0 |
author_id_fullname_str_mv |
22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan |
author |
Chenggui Yuan |
author2 |
Chenggui Yuan Lijun Bo |
format |
Journal article |
container_title |
Stochastics |
container_volume |
88 |
container_issue |
6 |
container_start_page |
841 |
publishDate |
2016 |
institution |
Swansea University |
doi_str_mv |
10.1080/17442508.2016.1149589 |
college_str |
Faculty of Science and Engineering |
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facultyofscienceandengineering |
hierarchy_top_title |
Faculty of Science and Engineering |
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facultyofscienceandengineering |
hierarchy_parent_title |
Faculty of Science and Engineering |
department_str |
School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics |
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description |
In this paper, we obtain the existence and uniqueness for a class of stochastic delay differential equations with jump reflection. Moreover, we reveal the relationship between the regulator and the local time. |
published_date |
2016-02-22T03:37:50Z |
_version_ |
1763751672408965120 |
score |
11.021648 |