On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570)
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| Language | Label | Description | Also known as |
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| English | On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients |
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On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (English)
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1 April 2015
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stochastic differential equations
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reflecting boundary condition
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discrete approximation schemes
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stochastic integrals
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convergence in law
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\(L^p\)-convergence
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Skorokhod problem
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