Limit theorems and the support of SDES with oblique reflections on nonsmooth domains
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Publication:1645144
DOI10.1016/j.jmaa.2018.06.004zbMath1390.60223MaRDI QIDQ1645144
Publication date: 28 June 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.06.004
stochastic differential equations; support; oblique reflection; Wong-Zakai approximation; approximate continuity
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes