scientific article; zbMATH DE number 4174067

zbMATH Open0713.60081MaRDI QIDQ3198648FDOQ3198648

Authors: Svetlana Anulova, R. Liptser 

Publication date: 1990

scientific article; zbMATH DE number Title of this publication is (Why is no real title available?)

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zbMATH Keywords

semimartingalecanonical representationItô's equationreflection functional convergence in the Skorokhod's topology

Mathematics Subject Classification ID

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

Cited In (13)

• Approximating diffusion reflections at elastic boundaries
• On the rate of convergence of the diffusion approximations
• An analog of Andre's reflection principle for diffusion processes with a small parameter
• The calculus of boundary processes
• Diffusion processes with reflection.
• On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
• Title not available (Why is no real title available?)
• Diffusion approximation for a class of transport processes with physical reflection boundary conditions
• Lévy processes with two-sided reflection
• Euler's approximations of solutions of SDEs with reflecting boundary.
• On Reflected Diffusions in Cones and Cylinders
• Diffusions with reflection on an orthant and associated initial-boundary value problems
• Boundary approximation for sticky jump-reflected processes on the half-line

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