Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces II

Shigeki Aida

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arXiv · 1401.2523

Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces II

Shigeki Aida

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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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BibTeX RIS

Shigeki Aida. 2014-01-11. Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces II. https://arxiv.org/abs/1401.2523

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