Limit theorems and the support of SDES with oblique reflections on nonsmooth domains
type: Item
instance of: scholarly article
title: Limit theorems and the support of SDES with oblique reflections on nonsmooth domains
zbMATH Open document ID: 1390.60223
author: Y. Aharonov
published in: Journal of Mathematical Analysis and Applications
publication date: 2018-06-28T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6897080
zbMATH Keywords: Wong-Zakai approximation
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: oblique reflection
zbMATH Keywords: approximate continuity
zbMATH Keywords: support
MaRDI profile type: Publication
full work available at URL: j.jmaa.2018.06.004
OpenAlex ID: W2807491789
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cites work: On approximate continuity and the support of reflected stochastic differential equations
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cites work: On the relation between ordinary and stochastic differential equations
DOI: 10.1016/J.JMAA.2018.06.004
description: scientific article; zbMATH DE number 6897080