Properties of the Flows Generated by Stochastic Equations with Reflection

• Date: 2005
• Main Authors: Pilipenko, A. Yu., Пилипенко, А. Ю.
• Format: Article
• Language: Russian; English
• Published: Institute of Mathematics, NAS of Ukraine 2005
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/3665
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

We consider properties of a random set $\varphi_t(\mathbb{R}_+^d)$, where $\varphi_t(x)$ is a solution of a stochastic differential equation in $\mathbb{R}_+^d$ with normal reflection on the boundary starting at the point $x$. We perform the characterization of inner and boundary points of the set...