Perturbed uncertain differential equations and perturbed reflected canonical process
In this paper, we consider a class of perturbed uncertain differential equations, which is a type of differential equations driven by canonical process. By the reflection principle and a successive approximation method, we obtain the existence and uniqueness of the solution to the considered equatio...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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AIMS Press
2021-06-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2021562?viewType=HTML |
| Summary: | In this paper, we consider a class of perturbed uncertain differential equations, which is a type of differential equations driven by canonical process. By the reflection principle and a successive approximation method, we obtain the existence and uniqueness of the solution to the considered equations. As an application, we establish the existence and uniqueness of some perturbed reflected canonical process. |
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| ISSN: | 2473-6988 |