On reflected Stratonovich stochastic differential equations

DOI10.1016/j.spa.2014.10.003zbMath1325.60096arXiv1411.2118OpenAlexW1968861171MaRDI QIDQ2512855

Leszek Slominski

Publication date: 30 January 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.2118

zbMATH Keywords

semimartingalesStratonovich stochastic differential equationsreflecting boundary conditionWong-Zakai type approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Sample path properties (60G17) Stochastic integral equations (60H20)

Related Items (2)

New characterizations of the \(S\) topology on the Skorokhod space ⋮ Wong-Zakai approximations and center manifolds of stochastic differential equations

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