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Limit theorems and the support of SDES with oblique reflections on nonsmooth domains - MaRDI portal

Limit theorems and the support of SDES with oblique reflections on nonsmooth domains (Q1645144)

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scientific article; zbMATH DE number 6897080
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English
Limit theorems and the support of SDES with oblique reflections on nonsmooth domains
scientific article; zbMATH DE number 6897080

    Statements

    Limit theorems and the support of SDES with oblique reflections on nonsmooth domains (English)
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    28 June 2018
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    Wong-Zakai approximation
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    stochastic differential equations
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    oblique reflection
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    approximate continuity
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    support
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