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Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces II
Published 11 Jan 2014 in math.PR | (1401.2523v2)
Abstract: The strong convergence of Wong-Zakai approximations of the solution to the reflecting stochastic differential equations was studied in [2]. We continue the study and prove the strong convergence under weaker assumptions on the domain.
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