Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains

Masanori Hino; Kouhei Matsuura; Misaki Yonezawa

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arXiv · 2008.08435

Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains

Masanori Hino·Kouhei Matsuura·Misaki Yonezawa

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Abstract

Here we study stochastic differential equations with a reflecting boundary condition. We provide sufficient conditions for pathwise uniqueness and non-explosion property of solutions in a framework admitting non-Lipschitz continuous coefficients and non-smooth domains.

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Masanori Hino, Kouhei Matsuura, Misaki Yonezawa. 2020-08-19. Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains. https://arxiv.org/abs/2008.08435

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