Penalization methods for reflecting stochastic differential equations with jumps

DOI10.1080/1045112031000155687zbMath1033.60075OpenAlexW2094730455MaRDI QIDQ4451272

Leszek Slominski, Weronika Łaukajtys

Publication date: 23 February 2004

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1045112031000155687

zbMATH Keywords

stochastic differential equationSkorokhod problempenalization methodreflecting stochastic differential equation

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic integral equations (60H20)

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