论文标题
从反映布朗运动到反射的随机微分方程：系统的调查和互补研究
From Reflecting Brownian Motion to Reflected Stochastic Differential Equations: A Systematic Survey and Complementary Study
论文作者
论文摘要
这项工作为反映布朗运动及其特性的系统调查和互补见解提供了贡献。研究了Skorohod问题的解决方案将解决方案扩展到更一般的情况下，基于对一些具有反射边界的一些特定类型的随机微分方程的解决方案的讨论。证明可以在凸域（D）的假设下求解Skorohod方程的多维版本。
This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is further conducted on the existence of solutions for a few particular kinds of stochastic differential equations with a reflected boundary. It is proved that the multidimensional version of the Skorohod equation can be solved under the assumption of a convex domain (D).
