Euler's Approximations of Solutions of Reflecting SDEs with Discontinuous Coefficients

DOI10.4064/ba61-1-9zbMath1263.60061OpenAlexW3146368925MaRDI QIDQ4910541

Alina Semrau-Giłka

Publication date: 18 March 2013

Published in: Bulletin of the Polish Academy of Sciences Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/ba61-1-9

zbMATH Keywords

stochastic differential equationSkorokhod problemreflecting boundary condition

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic analysis (60H99) Stochastic integral equations (60H20)

Related Items (2)

On approximations of the Euler-Peano scheme for multivalued stochastic differential equations ⋮ On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients

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