Weak convergence of obliquely reflected diffusions
نویسندگان
چکیده
منابع مشابه
Weak Approximation of Obliquely Reflected Diffusions in Time-dependent Domains
In an earlier paper, we proved the existence of solutions to the Skorohod problem with oblique reflection in time-dependent domains and, subsequently, applied this result to the problem of constructing solutions, in time-dependent domains, to stochastic differential equations with oblique reflection. In this paper we use these results to construct weak approximations of solutions to stochastic ...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2018
ISSN: 0246-0203
DOI: 10.1214/17-aihp843