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

Shigeki Aida

doi:10.1007/978-3-319-11292-3_1

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

Shigeki Aida

SCI - Mathematics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

3 Citations (Scopus)

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.

Original language	English
Title of host publication	Stochastic Analysis and Applications 2014
Editors	Dan Crisan, Ben Hambly, Thaleia Zariphopoulou
Publisher	Springer New York LLC
Pages	1-23
Number of pages	23
ISBN (Electronic)	9783319112916
DOIs	https://doi.org/10.1007/978-3-319-11292-3_1
Publication status	Published - 2014
Event	Conference on Stochastic Analysis and Applications, 2013 - Oxford, United Kingdom Duration: 2013 Sept 23 → 2013 Sept 27

Publication series

Name	Springer Proceedings in Mathematics and Statistics
Volume	100
ISSN (Print)	2194-1009
ISSN (Electronic)	2194-1017

Other

Other	Conference on Stochastic Analysis and Applications, 2013
Country/Territory	United Kingdom
City	Oxford
Period	13/9/23 → 13/9/27

Keywords

Reflecting SDE
Wong-Zakai approximation

ASJC Scopus subject areas

Mathematics(all)

Access to Document

10.1007/978-3-319-11292-3_1

Cite this

Aida, S. (2014). Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in euclidean spaces II. In D. Crisan, B. Hambly, & T. Zariphopoulou (Eds.), Stochastic Analysis and Applications 2014 (pp. 1-23). (Springer Proceedings in Mathematics and Statistics; Vol. 100). Springer New York LLC. https://doi.org/10.1007/978-3-319-11292-3_1

Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in euclidean spaces II. / Aida, Shigeki.
Stochastic Analysis and Applications 2014. ed. / Dan Crisan; Ben Hambly; Thaleia Zariphopoulou. Springer New York LLC, 2014. p. 1-23 (Springer Proceedings in Mathematics and Statistics; Vol. 100).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Aida, S 2014, Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in euclidean spaces II. in D Crisan, B Hambly & T Zariphopoulou (eds), Stochastic Analysis and Applications 2014. Springer Proceedings in Mathematics and Statistics, vol. 100, Springer New York LLC, pp. 1-23, Conference on Stochastic Analysis and Applications, 2013, Oxford, United Kingdom, 13/9/23. https://doi.org/10.1007/978-3-319-11292-3_1

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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.",

keywords = "Reflecting SDE, Wong-Zakai approximation",

author = "Shigeki Aida",

note = "Funding Information: This research was partially supported by Grant-in-Aid for Scientific Research (B) No. 24340023. Publisher Copyright: {\textcopyright} Springer International Publishing Switzerland 2014.; Conference on Stochastic Analysis and Applications, 2013 ; Conference date: 23-09-2013 Through 27-09-2013",

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ER -

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

Abstract

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Keywords

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