Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
复制标题
反映欧几里得空间域上随机微分方程解的 Wong-Zakai 近似
DOI：
10.1016/j.spa.2013.05.004
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发表时间：
2013
影响因子：
1.4
通讯作者：
Shigeki Aida snd Kosuke Sasaki
中科院分区：
文献类型：
--
作者：
S.-I. Ei;H. Izuhara and M. Mimura;Shigeki Aida snd Kosuke Sasaki
本文研究了欧氏空间中区域D上边界具有法向反射的随机微分方程解的Wong-Zakai逼近。在D上的一般条件下，证明了逼近在C（[0，T]→ D_∞）中的Lp收敛性.
In this paper, we study the Wong–Zakai approximation of the solution to the stochastic differential equation on a domain D in a Euclidean space with normal reflection at the boundary. We prove the L p convergence of the approximation in C ([0, T]→ D ̄) under some general conditions on D.