Strong Convergence of Wong-Zakai Approximations of Reflected SDEs in A Multidimensional General Domain
Tusheng Zhang
TL;DR
This paper proves the strong convergence of Wong-Zakai approximations for reflected stochastic differential equations in complex multidimensional domains, addressing an open question in the field.
Contribution
It provides a rigorous proof of convergence for Wong-Zakai approximations in general multidimensional reflected SDEs, extending previous results.
Findings
Confirmed strong convergence in general domains
Answered an open question from prior research
Established theoretical foundations for approximation methods
Abstract
In this paper, we obtained the strong convergence of Wong-Zakai approximations of reflected SDEs in a general multidimensional domain giving an affirmative answer to the question posed in [ES].
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Taxonomy
TopicsFractional Differential Equations Solutions · Approximation Theory and Sequence Spaces · Iterative Methods for Nonlinear Equations