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Stochastic delay differential equations with jump reflection: invariant measure.

Chenggui Yuan Orcid Logo, Lijun Bo

Stochastics, Volume: 88, Issue: 6, Pages: 841 - 863

Swansea University Author: Chenggui Yuan Orcid Logo

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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
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first_indexed 2016-11-09T14:25:32Z
last_indexed 2018-02-09T05:17:30Z
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spelling 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
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id 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
document_store_str 0
active_str 0
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 11.016593

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