On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spl.2014.10.011 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2008150497 / rank | |||
Normal rank | |||
Revision as of 19:42, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients |
scientific article |
Statements
On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (English)
0 references
1 April 2015
0 references
stochastic differential equations
0 references
reflecting boundary condition
0 references
discrete approximation schemes
0 references
stochastic integrals
0 references
convergence in law
0 references
\(L^p\)-convergence
0 references
Skorokhod problem
0 references
