Wong-zaksi approximations for reflecting stochastic differential equations

DOI10.1080/07362999908809624zbMath0952.60054OpenAlexW2053189478MaRDI QIDQ4261536

Roger Pettersson

Publication date: 2 January 2001

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

Full work available at URL: https://doi.org/10.1080/07362999908809624

zbMATH Keywords

differential inclusionsSkorokhod problemstochastic differential equations with reflection

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites Work

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