{
  "id": "0812.0619",
  "version": "v1",
  "published": "2008-12-02T23:35:52.000Z",
  "updated": "2008-12-02T23:35:52.000Z",
  "title": "Fast approximation of solutions of SDE's with oblique reflection on an orthant",
  "authors": [
    "Krzysztof Czarkowski"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We consider the discrete \"fast\" penalization scheme for SDE's driven by general semimartingale on orthant $\\mathbb{R}_{+}^{d}$ with oblique reflection.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2008-12-02T23:35:52.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H20"
    ],
    "keywords": [
      "oblique reflection",
      "fast approximation",
      "penalization scheme",
      "sdes driven"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2008arXiv0812.0619C"
    }
  }
}