Limit theorems and the support of SDES with oblique reflections on nonsmooth domains
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DOI: 10.1016/j.jmaa.2018.06.004
Abstract: Abstract In this paper we consider the Wong–Zakai type approximation and the support problem of stochastic differential equations with oblique reflections in nonsmooth domains satisfying conditions introduced by Dupuis and Ishii [4] . We first… read more here.
Keywords: nonsmooth domains; limit theorems; oblique reflections; reflections nonsmooth ... See more keywords