An approximation scheme for reflected stochastic differential equations with non-Lipschitzian coefficients
DOI10.1007/S10959-020-01052-7zbMATH Open1495.60048OpenAlexW3096897312WikidataQ115382032 ScholiaQ115382032MaRDI QIDQ2116492FDOQ2116492
Authors: Junxia Duan, Jun Peng 
Publication date: 17 March 2022
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-020-01052-7
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Cited In (3)
- Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients
- A new numerical scheme for a class of reflected stochastic differential equations
- Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients
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