论文标题
平均反射的随机微分方程和两个约束
Mean reflected stochastic differential equations with two constraints
论文作者
论文摘要
我们研究了反射的随机微分方程（SDE）的存在，独特性和稳定性的问题，其条件最小的条件取决于溶液定律（而不是在路径上）。我们要求某些功能取决于解决方案定律，位于两个给定的càdlàg约束之间。给出了具有约束的投资模型的应用。
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 of the solution (and not on the paths). We require that some functionals depending on the law of the solution lie between two given càdlàg constraints. Applications to investment models with constraints are given.
