JEDNOSTKA NAUKOWA KATEGORII A+

# Wydawnictwa / Czasopisma IMPAN / Bulletin Polish Acad. Sci. Math. / Wszystkie zeszyty

## Discrete Approximations of Strong Solutions of Reflecting SDEs with Discontinuous Coefficients

### Tom 57 / 2009

Bulletin Polish Acad. Sci. Math. 57 (2009), 169-180 MSC: 60H20, 60H99, 60F17. DOI: 10.4064/ba57-2-10

#### Streszczenie

We study ${L}^p$ convergence for the Euler scheme for stochastic differential equations reflecting on the boundary of a general convex domain $D\subseteq\mathbb{R}^d$. We assume that the equation has the pathwise uniqueness property and its coefficients are measurable and continuous almost everywhere with respect to the Lebesgue measure. In the case $D=[0,\infty)$ new sufficient conditions ensuring pathwise uniqueness for equations with possibly discontinuous coefficients are given.

#### Autorzy

• Alina SemrauInstitute of Mathematics and Physics
University of Technology and Life Sciences
Kaliskiego 7
85-796 Bydgoszcz, Poland
e-mail

## Przeszukaj wydawnictwa IMPAN

Zbyt krótkie zapytanie. Wpisz co najmniej 4 znaki.

Odśwież obrazek