Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in euclidean spaces II

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Abstract

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.

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Aida, S. (2014). Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in euclidean spaces II. In Springer Proceedings in Mathematics and Statistics (Vol. 100, pp. 1–23). Springer New York LLC. https://doi.org/10.1007/978-3-319-11292-3_1

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