Fast approximation of solutions of SDE's with oblique reflection on an orthant

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dc.creatorCzarkowski, Krzysztof
dc.date2008-12-02
dc.date.accessioned2026-07-07T12:08:42Z
dc.date.available2026-07-07T12:08:42Z
dc.descriptionWe consider the discrete "fast" penalization scheme for SDE's driven by general semimartingale on orthant $\mathbb{R}_{+}^{d}$ with oblique reflection.
dc.identifierhttps://arxiv.org/abs/0812.0619
dc.identifierhttp://arxiv.org/abs/0812.0619
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/209412
dc.subjectProbability
dc.subject60H20
dc.titleFast approximation of solutions of SDE's with oblique reflection on an orthant
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