Reflected Diffusion Processes with Jumps
Reflected Diffusion Processes with Jumps
A stochastic differential equation of Wiener-Poisson type is considered in a $d$-dimensional bounded region. By using a penalization argument on the domain, we are able to prove the existence and uniqueness of solutions in the strong sense. The main assumptions are Lipschitzian coefficients, either convex or smooth domains and a …