Some remarks on approximation of solutions of SDE's with reflecting boundary conditions
DOI10.1016/0378-4754(93)E0073-EzbMATH Open0824.60061OpenAlexW1977625484WikidataQ131317076 ScholiaQ131317076MaRDI QIDQ1897664FDOQ1897664
Authors: Leszek Slominski 
Publication date: 6 November 1995
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-4754(93)e0073-e
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Cites Work
- Stochastic differential equations with reflecting boundary condition in convex regions
- Stochastic differential equations with reflecting boundary conditions
- Stochastic Equations for Diffusion Processes in a Bounded Region. II
- On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
- Title not available (Why is that?)
- Stochastic differential equations for multi-dimensional domain with reflecting boundary
- On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
- Strong Solutions of Stochastic Differential Equations with Boundary Conditions
- On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions
- Title not available (Why is that?)
Cited In (12)
- On the -distance between semimartingales reflecting in different domains>
- Stochastic Theta Method for a Reflected Stochastic Differential Equation
- Euler-Peano approximation of oblique reflected stochastic differential equations
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- A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\)
- On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
- On stability and existence of solutions of SDEs with reflection at the boundary
- Euler's approximations of solutions of SDEs with reflecting boundary.
- Approximations for stochastic differential equations with reflecting convex boundaries
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- Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
- Euler schemes and half-space approximation for the simulation of diffusion in a domain
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