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20142020
most citedSweeping processes with stochastic perturbations generated by a fractional Brownian motion

7 citations · 9 across the 2 of their papers we have counts for

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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.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…