arXiv (Cornell University) · 2014 · 34 citations · 5 references
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Natural SciencesMathematicsDifferential EquationsDynamical SystemsStochastic ProcessesContinuous Dynamical SystemsContinuous-time Stochastic ProcessesInitial Value ProblemsOperator TheoryStochastic CalculusStochastic Differential EquationsMonotone Operator Existence TheoremsPathwise UniquenessSkorokhod ProblemStrong SolutionsUniqueness In Systems Of Differential EquationsUniqueness Theorems
This work deals with a Skorokhod problem driven by a maximal operator: ( du(t) + Au(t)(dt) ∋ f (t)dt + dM (t), 0 < t < T, u(0) = u0 , that is a multivalued deterministic differential equation with a singular inputs dM (t), where t → M (t) is a continuous function. The existence and uniqueness result is used to
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