scientific article; zbMATH DE number 4174067

MaRDI QIDQ3198648zbMATH OpenFDO

Authors Svetlana Anulova, R. Liptser

Publication date 1990

zbMATH Keywords

canonical representationItô's equationreflection functional convergence in the Skorokhod's topologysemimartingale

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Diffusion processes (60J60)

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• On the rate of convergence of the diffusion approximations
• On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
• An analog of Andre's reflection principle for diffusion processes with a small parameter
• Approximating diffusion reflections at elastic boundaries
• Euler's approximations of solutions of SDEs with reflecting boundary.
• Lévy processes with two-sided reflection
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• The calculus of boundary processes
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• Boundary approximation for sticky jump-reflected processes on the half-line
• On Reflected Diffusions in Cones and Cylinders
• Diffusions with reflection on an orthant and associated initial-boundary value problems

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