Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces II

TL;DR

This paper extends the analysis of Wong-Zakai approximations for reflecting stochastic differential equations, demonstrating strong convergence under less restrictive domain conditions.

Contribution

It provides a new proof of strong convergence for Wong-Zakai approximations with weaker domain assumptions compared to prior work.

Findings

Proved strong convergence under weaker domain assumptions

Extended previous results on Wong-Zakai approximations

Improved theoretical understanding of reflecting SDEs

Abstract

The strong convergence of Wong-Zakai approximations of the solution to the reflecting stochastic differential equations was studied in [2]. We continue the study and prove the strong convergence under weaker assumptions on the domain.