Some remarks on approximation of solutions of SDE's with reflecting boundary conditions
type: Item
instance of: scholarly article
title: Some remarks on approximation of solutions of SDE's with reflecting boundary conditions
zbMATH Open document ID: 0824.60061
DOI: 10.1016/0378-4754(93)E0073-E
published in: Mathematics and Computers in Simulation
publication date: 1995-11-06T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 792982
zbMATH Keywords: Euler scheme for stochastic differential equations
zbMATH Keywords: reflection at the boundary
author: Leszek Slominski
MaRDI profile type: Publication
cites work: Strong Solutions of Stochastic Differential Equations with Boundary Conditions
cites work: On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
cites work: Q4695110
cites work: Stochastic differential equations with reflecting boundary conditions
cites work: Stochastic differential equations for multi-dimensional domain with reflecting boundary
cites work: Stochastic Equations for Diffusion Processes in a Bounded Region. II
cites work: On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions
cites work: On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
cites work: Stochastic differential equations with reflecting boundary condition in convex regions
cites work: Q3935220
full work available at URL: 0378-4754(93)e0073-e
OpenAlex ID: W1977625484
Wikidata QID: Q131317076
description: scientific article; zbMATH DE number 792982