EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Wong–Zakai type approximation"
Narrow search

Narrow search

Year of publication
Subject
All
Reflected stochastic differential equation 1 Stratonovich stochastic differential equation 1 Wong–Zakai type approximation 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Słomiński, Leszek 1
Published in...
All
Stochastic Processes and their Applications 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
On reflected Stratonovich stochastic differential equations
Słomiński, Leszek - In: Stochastic Processes and their Applications 125 (2015) 2, pp. 759-779
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...
Persistent link: https://www.econbiz.de/10011194133
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...