Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces II
Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces II
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DOI：
10.1007/978-3-319-11292-3_1
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发表时间：
2013-01
期刊：
影响因子：
--
通讯作者：
S. Aida;Kosuke Sasaki
中科院分区：
文献类型：
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作者：
S. Aida;Kosuke Sasaki
研究了反射型随机微分方程解的Wong-Zakai近似的强收敛性。我们继续研究并证明了在较弱的假设条件下的强收敛性。
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.