Wong-Zakai Approximation of Solutions to Reflecting Stochastic Differential Equations on Domains in Euclidean Spaces II (Q5374154): Difference between revisions

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scientific article; zbMATH DE number 6857322

Language	Label	Description	Also known as
English	Wong-Zakai Approximation of Solutions to Reflecting Stochastic Differential Equations on Domains in Euclidean Spaces II	scientific article; zbMATH DE number 6857322

Statements

instance of

scholarly article

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title

Wong-Zakai Approximation of Solutions to Reflecting Stochastic Differential Equations on Domains in Euclidean Spaces II (English)

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zbMATH Open document ID

1388.60115

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DOI

10.1007/978-3-319-11292-3_1

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author

Shigeki Aida

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published in

Springer Proceedings in Mathematics & Statistics

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publication date

9 April 2018

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full work available at URL

https://arxiv.org/abs/1401.2523

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Mathematics Subject Classification ID

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Wong-Zakai approximation

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reflecting SDE

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MaRDI profile type

MaRDI publication profile

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Reflected rough differential equations

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Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces

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Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation

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A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion

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Support d'un processus de r�flexion

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On lipschitz continuity of the solution mapping to the skorokhod problem, with applications

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An approximation scheme for reflected stochastic differential equations

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Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion

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Rough path limits of the Wong-Zakai type with a modified drift term

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Convergence rates for the full Gaussian rough paths

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Multidimensional Stochastic Processes as Rough Paths

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Controlling rough paths

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Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations

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Rough path analysis via fractional calculus

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Q3959169

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Stochastic differential equations with reflecting boundary conditions

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Differential equations driven by rough signals

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System Control and Rough Paths

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Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.

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Wong-zaksi approximations for reflecting stochastic differential equations

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A transfer principle for multivalued stochastic differential equations

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Support theorem for stochastic variational inequalities

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Stochastic differential equations for multi-dimensional domain with reflecting boundary

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On approximation of solutions of multidimensional SDE's with reflecting boundary conditions

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Euler's approximations of solutions of SDEs with reflecting boundary.

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Stochastic differential equations with reflecting boundary condition in convex regions

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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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Sitelinks

Mathematics(1 entry)

mardi Publication:5374154

@@ Property / cites work @@
+Reflected rough differential equations
@@ Property / cites work: Reflected rough differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
+Normal rank
@@ Property / cites work @@
+Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
+Normal rank
@@ Property / cites work @@
+A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Support d'un processus de r�flexion
@@ Property / cites work: Support d'un processus de r�flexion / rank @@
+Normal rank
@@ Property / cites work @@
+On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
+Normal rank
@@ Property / cites work @@
+An approximation scheme for reflected stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Rough path limits of the Wong-Zakai type with a modified drift term
+Normal rank
@@ Property / cites work @@
+Convergence rates for the full Gaussian rough paths
+Normal rank
@@ Property / cites work @@
+Multidimensional Stochastic Processes as Rough Paths
+Normal rank
@@ Property / cites work @@
+Controlling rough paths
@@ Property / cites work: Controlling rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Rough path analysis via fractional calculus
@@ Property / cites work: Rough path analysis via fractional calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary conditions
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
+Normal rank
@@ Property / cites work @@
+System Control and Rough Paths
@@ Property / cites work: System Control and Rough Paths / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
+Normal rank
@@ Property / cites work @@
+Wong-zaksi approximations for reflecting stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A transfer principle for multivalued stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Support theorem for stochastic variational inequalities
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations for multi-dimensional domain with reflecting boundary
+Normal rank
@@ Property / cites work @@
+On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
+Normal rank
@@ Property / cites work @@
+Euler's approximations of solutions of SDEs with reflecting boundary.
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary condition in convex regions
+Normal rank
@@ Property / cites work @@
+On the relation between ordinary and stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain
+Normal rank