Pages that link to "Item:Q550161"
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The following pages link to An approximation scheme for reflected stochastic differential equations (Q550161):
Displaying 13 items.
- Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain (Q462309) (← links)
- Reflected rough differential equations (Q491926) (← links)
- On approximate continuity and the support of reflected stochastic differential equations (Q726801) (← links)
- Wong-Zakai approximations of backward doubly stochastic differential equations (Q744969) (← links)
- Limit theorems and the support of SDES with oblique reflections on nonsmooth domains (Q1645144) (← links)
- The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition (Q1751955) (← links)
- Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes (Q1755348) (← links)
- Wong-Zakai approximations and center manifolds of stochastic differential equations (Q2013919) (← links)
- Penalty method for obliquely reflected diffusions (Q2058439) (← links)
- Approximate the dynamical behavior for stochastic systems by Wong-zakai approaching (Q2405367) (← links)
- Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces (Q2447733) (← links)
- On reflected Stratonovich stochastic differential equations (Q2512855) (← links)
- On approximations for reflected SDEs and SPDEs with Neumann boundary conditions (Q6156565) (← links)