Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces. II
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Abstract: The strong convergence of Wong-Zakai approximations of the solution to the reflecting stochastic differential equations was studied in [2]. We continue the study and prove the strong convergence under weaker assumptions on the domain.
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Cited in
(13)- Limit theorems and the support of SDES with oblique reflections on nonsmooth domains
- 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
- On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions
- Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
- On reflected Stratonovich stochastic differential equations
- On Wong-Zakai type approximations of reflected diffusions
- Wong-zaksi approximations for reflecting stochastic differential equations
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