scientific article; zbMATH DE number 870183

zbMATH Open0845.60065MaRDI QIDQ4875705FDOQ4875705

Authors: Leszek Slominski 

Publication date: 11 June 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic differential equationsconvergence in lawsemimartingalesStratonovich equation

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic integral equations (60H20) Stochastic analysis (60H99)

Cited In (12)

• On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients
• Existence and large-time asymptotics for solutions of semilinear parabolic systems with measure data
• Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales
• Title not available (Why is that?)
• EVENTUAL ASYMPTOTIC STABILITY FOR STOCHASTIC DIFFERNTIAL EQUATIONS WITH RESPECT TO SEMIMARTINGALES
• Asymptotic error distributions for the Euler method for stochastic differential equations
• Exponential stability of stochastic differential equations driven by discontinuous semimartingales
• On reflected Stratonovich stochastic differential equations
• Penalization methods for the Skorokhod problem and reflecting SDEs with jumps
• Title not available (Why is that?)
• Euler's approximations of solutions of SDEs with reflecting boundary.
• On a decomposition of symmetric diffusions with reflecting boundary conditions.

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