Pages that link to "Item:Q2514311"

The following pages link to On Wong-Zakai type approximations of reflected diffusions (Q2514311):

Displaying 8 items.

• Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain (Q462309) (← links)
• An approximation scheme for reflected stochastic differential equations (Q550161) (← links)
• The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition (Q1751955) (← links)
• Weak and strong approximations of reflected diffusions via penalization methods (Q1940231) (← links)
• Reflected Brownian motion with singular drift (Q2040041) (← links)
• Penalty method for obliquely reflected diffusions (Q2058439) (← links)
• A Wong–Zakai type approximation for two-parameter processes1 (Q3146477) (← links)
• On approximations for reflected SDEs and SPDEs with Neumann boundary conditions (Q6156565) (← links)