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arXiv · 1304.6629

Strong Convergence of Wong-Zakai Approximations of Reflected SDEs in A Multidimensional General Domain

Tusheng Zhang
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Abstract

In this paper, we obtained the strong convergence of Wong-Zakai approximations of reflected SDEs in a general multidimensional domain giving an affirmative answer to the question posed in [ES].

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Tusheng Zhang. 2013-04-24. Strong Convergence of Wong-Zakai Approximations of Reflected SDEs in A Multidimensional General Domain. https://arxiv.org/abs/1304.6629

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