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math.PR2014★ 2 cited
Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces II
Shigeki Aida
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 stro…
math.PR2013★ 1 cited
Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
Shigeki Aida, Kosuke Sasaki
In this paper, we study the Wong-Zakai approximation of the solution to the stochastic differential equation on a domain in a Euclidean space with normal reflection at the boun…