Abstract
Some results related to stochastic differential equations with reflecting boundary conditions (SDER) are obtained. Existence and uniqueness of strong solution is ensured under the relaxation on the drift coefficient (instead of the Lipschitz character, a monotonicity condition is supposed).
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Marín-Rubio, P., Real, J. Some Results on Stochastic Differential Equations with Reflecting Boundary Conditions. Journal of Theoretical Probability 17, 705–716 (2004). https://doi.org/10.1023/B:JOTP.0000040295.09922.85
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DOI: https://doi.org/10.1023/B:JOTP.0000040295.09922.85