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
Full text not available from this repository: check for access using links below.
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 |
| first_indexed |
2016-11-09T14:25:32Z |
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| last_indexed |
2018-02-09T05:17:30Z |
| id |
cronfa31020 |
| recordtype |
SURis |
| fullrecord |
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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 MACS 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 and Computer Science School COLLEGE CODE MACS 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 |
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Faculty of Science and Engineering |
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|
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facultyofscienceandengineering |
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Faculty of Science and Engineering |
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facultyofscienceandengineering |
| hierarchy_parent_title |
Faculty of Science and Engineering |
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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 |
2016-02-22T04:00:30Z |
| _version_ |
1851092348774121472 |
| score |
11.089551 |