Abstract
In this paper, we introduce the idea of stochastic integrals with respect to an increasing process in the -framework and extend -Itô's formula. Moreover, we study the solvability of the scalar valued stochastic differential equations driven by -Brownian motion with reflecting boundary conditions (RGSDEs).
Connections
Explore this paper’s authors, topics and related work.
Building this map preview
BZPEER is loading the nearby papers, people, topics and institutions for this page.
Reviews 0
Write a review
No reviews yet.
Discussion 0
Add a comment
No comments yet.