Journal article 1450 views
Stochastic delay differential equations with jump reflection: invariant measure.
Chenggui Yuan 
,
Lijun Bo
,
Lijun Bo
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 |
|---|---|
| Published: |
2016
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa31020 |
| 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. |
|---|---|
| Keywords: |
Stochastic delay differential equations; jump reflection; invariantmeasure; local time |
| College: |
Faculty of Science and Engineering |
| Issue: |
6 |
| Start Page: |
841 |
| End Page: |
863 |