Evans, Lawrence Christopher; Stroock, Daniel W. - In: Stochastic Processes and their Applications 121 (2011) 7, pp. 1464-1491
In this paper, we consider the Stratonovich reflected SDE in a bounded domain . Letting be the N-dyadic piecewise linear interpolation of Wt, we show that the distribution of the solution to the reflected ODE converges weakly to that of (Xt,Lt). Hence, we prove a distributional version for...
