| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155559 | Stochastic Processes and their Applications | 2015 | 21 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Leszek Słomiński,