Wong-Zakai approximations of backward doubly stochastic differential equations (Q744969): Difference between revisions

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+Tu-Sheng Zhang
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+MaRDI publication profile
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+W51810813
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+.0569
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+Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
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+The obstacle problem for quasilinear stochastic PDEs: analytical approach
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+An approximation scheme for reflected stochastic differential equations
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+Q3959169
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+The obstacle problem for quasilinear stochastic PDE's
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+Sobolev solution for semilinear PDE with obstacle under monotonicity condition
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+Adapted solution of a backward stochastic differential equation
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+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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+On the Convergence of Ordinary Integrals to Stochastic Integrals
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+On the relation between ordinary and stochastic differential equations
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+Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain
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