2 papers
math.PR2022
Non-degeneracy of Stochastic Line Integrals
Xi Geng, Sheng Wang
We derive quantitative criteria for the existence of density for stochastic line integrals and iterated line integrals along solutions of hypoelliptic differential equations driven…
math.PR2019
Approximation Theorems For Reflected Stochastic Differential Equations
Sheng Wang
In this paper we prove a general approximation result for reflected stochastic differential equations in bounded domains satisfying conditions reorganized by Ren and Wu. Then we sh…