Wong-Zakai Approximation of Solutions to Reflecting Stochastic Differential Equations on Domains in Euclidean Spaces II
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Publication:5374154
DOI10.1007/978-3-319-11292-3_1zbMath1388.60115arXiv1401.2523OpenAlexW2963345081MaRDI QIDQ5374154
Publication date: 9 April 2018
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.2523
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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Reflected rough differential equations ⋮ The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition ⋮ On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions
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