Perturbed uncertain differential equations and perturbed reflected canonical process

In this paper, we consider a class of perturbed uncertain differential equations, which is a type of differential equations driven by canonical process. By the reflection principle and a successive approximation method, we obtain the existence and uniqueness of the solution to the considered equatio...

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Bibliographic Details
Published inAIMS mathematics Vol. 6; no. 9; pp. 9647 - 9659
Main Authors Ma, Yuanbin, Li, Zhi
Format Journal Article
LanguageEnglish
Published AIMS Press 01.01.2021
Subjects
canonical process
existence and uniqueness
perturbed uncertain differential equations
reflected diffusions
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Summary:In this paper, we consider a class of perturbed uncertain differential equations, which is a type of differential equations driven by canonical process. By the reflection principle and a successive approximation method, we obtain the existence and uniqueness of the solution to the considered equations. As an application, we establish the existence and uniqueness of some perturbed reflected canonical process.
ISSN:2473-6988
2473-6988
DOI:10.3934/math.2021562