7 citations · 9 across the 2 of their papers we have counts for
3 papers
math.PR2020
Mean reflected stochastic differential equations with two constraints
Adrian Falkowski, Leszek Slominski
We study the problem of the existence, uniqueness and stability of solutions of reflected stochastic differential equations (SDEs) with a minimality condition depending on the law…
math.CA2015★ 7 cited
Sweeping processes with stochastic perturbations generated by a fractional Brownian motion
Adrian Falkowski, Leszek Slominski
We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end,…
math.PR2014★ 2 cited
SDEs with constraints driven by processes with bounded p-variation
Adrian Falkowski, Leszek Slominski
We study the existence, uniqueness and approximation of solutions of stochastic differential equations with constraints driven by processes with bounded p-variation. Our main tool…