Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
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Publication:2447733
DOI10.1016/j.spa.2013.05.004zbMath1292.60071arXiv1301.4023OpenAlexW3153623824MaRDI QIDQ2447733
Publication date: 28 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1301.4023
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Related Items (22)
Dynamical stability of random delayed FitzHugh–Nagumo lattice systems driven by nonlinear Wong–Zakai noise ⋮ Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise ⋮ Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions ⋮ Limit theorems and the support of SDES with oblique reflections on nonsmooth domains ⋮ Continuity of random attractors on a topological space and fractional delayed Fitzhugh-Nagumo equations with WZ-noise ⋮ Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains ⋮ Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients ⋮ On approximations for reflected SDEs and SPDEs with Neumann boundary conditions ⋮ Anticipated BSDEs with reflection in convex region ⋮ Wong-Zakai Approximation of Solutions to Reflecting Stochastic Differential Equations on Domains in Euclidean Spaces II ⋮ Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain ⋮ Reflected rough differential equations ⋮ Càdlàg rough differential equations with reflecting barriers ⋮ 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 ⋮ Continuous Wong-Zakai approximations of random attractors for quasi-linear equations with nonlinear noise ⋮ Wong-Zakai approximations and center manifolds of stochastic differential equations ⋮ One-dimensional reflected rough differential equations ⋮ On approximate continuity and the support of reflected stochastic differential equations ⋮ On reflected Stratonovich stochastic differential equations ⋮ Wong-Zakai approximations of backward doubly stochastic differential equations ⋮ Penalty method for obliquely reflected diffusions ⋮ Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions
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- Unnamed Item
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