Limit theorems and the support of SDES with oblique reflections on nonsmooth domains
Author:
Funder
National Natural Science Foundation of China
Pearl River S and T Nova Program of Guangzhou
Publisher
Elsevier BV
Subject
Applied Mathematics,Analysis
Reference11 articles.
1. Wong–Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces;Aida;Stochastic Process. Appl.,2013
2. Suport d'un processus de réflexion;Doss;Z. Wahrsch. Verw. Gebiete,1982
3. On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains;Dupuis;Nonlinear Anal.,1990
4. SDEs with oblique reflection on nonsmooth domains;Dupuis;Ann. Probab.,1993
5. Correction SDES with oblique reflections on nonsmooth domains;Dupuis;Ann. Probab.,2008
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