Approximation Theorems For Reflected Stochastic Differential Equations
Probability
2019-09-11 v1
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.
Keywords
Cite
@article{arxiv.1909.04316,
title = {Approximation Theorems For Reflected Stochastic Differential Equations},
author = {Sheng Wang},
journal= {arXiv preprint arXiv:1909.04316},
year = {2019}
}