Existence and uniqueness of perturbed reflected jump diffusion processes |
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| Authors: | Hua Zhang |
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| Affiliation: | 1. School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, Hubei, P.R. China;2. School of Statistics &3. Research Center of Applied Statistics, Jiangxi University of Finance and Economics, Nanchang, P.R. Chinazh860801@163.com |
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| Abstract: | ![]()
In this article, we establish the existence of the solution to the càdlàg perturbed Skorohod problem. As an application, we obtain the existence and uniqueness of the solution to the perturbed reflected jump diffusion processes. |
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| Keywords: | Càdlàg perturbed Skorohod problem perturbed reflected jump diffusion processes existence uniqueness |
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