Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces (Q2447733)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
scientific article

    Statements

    Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces (English)
    0 references
    0 references
    0 references
    28 April 2014
    0 references
    0 references
    Wong-Zakai approximation
    0 references
    reflecting stochastic differential equation
    0 references
    strong convergence
    0 references
    0 references
    0 references