On reflected Stratonovich stochastic differential equations

We study the problem of existence, uniqueness and approximation of solutions of finite dimensional Stratonovich stochastic differential equations with reflecting boundary condition driven by semimartingales with jumps. As an application we generalize known results on the Wong–Zakai type approximations.

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Year of publication:	2015
Authors:	Słomiński, Leszek
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 125.2015, 2, p. 759-779
Publisher:	Elsevier
Subject:	Reflected stochastic differential equation \| Stratonovich stochastic differential equation \| Wong–Zakai type approximation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011194133