Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain

DOI10.1007/s11118-014-9394-9zbMath1311.60066arXiv1304.6629OpenAlexW2591682060MaRDI QIDQ462309

Tu-Sheng Zhang

Publication date: 20 October 2014

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.6629

zbMATH Keywords

reflected SDEsStrotonovich SDEsWong-Zakai approximations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Local time and additive functionals (60J55)

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• On the Convergence of Ordinary Integrals to Stochastic Integrals
• Stochastic differential equations. An introduction with applications.

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