On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
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Publication:1327545
DOI10.1016/0304-4149(94)90118-XzbMath0799.60055OpenAlexW2091811672MaRDI QIDQ1327545
Publication date: 17 November 1994
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)90118-x
stochastic differential equationrate of convergencestrong solutionsreflecting boundaryEuler-Peano time-discretization schemes
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- Stochastic differential equations with reflecting boundary conditions
- Strong Solutions of Stochastic Differential Equations with Boundary Conditions
- Stochastic Equations for Diffusion Processes in a Bounded Region. II
- On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
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