Wong-zaksi approximations for reflecting stochastic differential equations
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Publication:4261536
DOI10.1080/07362999908809624zbMath0952.60054MaRDI QIDQ4261536
Publication date: 2 January 2001
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999908809624
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
Related Items
An approximation scheme for reflected stochastic differential equations, Support theorem for stochastic variational inequalities
Cites Work
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- On the Convergence of Ordinary Integrals to Stochastic Integrals