AIDA Shigeki, Kikuchi Takanori, Kusuoka Seiichiro. The rate of the L^p-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochatstic differential equations under Lipschitz condition. 2018. 70. 1. 65-95
Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
(確率解析とその周辺 2013)
Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
(Stochastic analysis and applications 2013)
Wong-Zakai approximations for reflecting SDE
(確率論シンポジウム 2013)
Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
(確率解析とその周辺 2013)
Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
(Stochastic analysis and applications 2013)