Approximation Theorems For Reflected Stochastic Differential Equations

Published 10 Sep 2019 in math.PR | (1909.04316v1)

Abstract: In this paper we prove a general approximation result for reflected stochastic differential equations in bounded domains satisfying conditions reorganized by Ren and Wu. Then we show that it includes Wong-Zakai approximation, mollifier approximation, etc.

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Authors (1)

Sheng Wang

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