一类具有随机反射边界的随机微分方程(Ⅰ)

Stochastic Differential Equations with a Stochastic Reflecting Boundary(Ⅰ)

在一般的条件下 ,得到一类具有反射边界的随机微分方程解的存在性和唯一性结果 ,该类方程的反射边界是随机的而且是随时间而变化的 ,并讨论了该解的连续性估计问题 .

Under general assumptions, the existence and uniqueness of solutions of one class of stochastic differential equations, which has a stochastic and moving reflecting boundary, is proved. A continuous estimation for such solution is obtained.