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• W2064274316 abstract "We study weak and strong convergence of Wong-Zakai type approximations of reflected stochastic differential equations on general domains satisfying the conditions (A) and (B)introduced by Lions and Sznitman. We assume that the diffusion coefficient is Lipschitz continuous but the drift coefficient need not be even continuous. In the case where the drift coefficient is also Lipschitz continuous we show that the rate of convergence is exactly the same as for usual Euler type approximation." @default.
• W2064274316 created "2016-06-24" @default.
• W2064274316 creator A5061379931 @default.
• W2064274316 date "2014-01-01" @default.
• W2064274316 modified "2023-10-18" @default.
• W2064274316 title "On Wong-Zakai type approximations of reflected diffusions" @default.
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• W2064274316 doi "https://doi.org/10.1214/ejp.v19-3425" @default.
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