19 citations · 31 across the 8 of their papers we have counts for
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math.PR2014★ 3 cited
On reflected Stratonovich stochastic differential equations
Leszek Slominski
We study the problem of existence, uniqueness and approximation of solutions of finite dimensional Stratonovich stochastic differential equations with reflecting boundary condition…
math.PR2014
Multivalued Monotone Stochastic Differential Equations with Jumps
Lucian Maticiuc, Aurel Rascanu, Leszek Slominski
We study multivalued stochastic differential equations (MSDEs) with maximal monotone operators driven by semimartingales with jumps. We discuss in detail some methods of approximat…