Approximation of predictable characteristics of processes with filtrations
On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions
Condition UT et stabilité en loi des solutions d'équations différentielles stochastiques
Stochastic representation of reflecting diffusions corresponding to divergence form operators
We obtain a stochastic representation of a diffusion corresponding to a uniformly elliptic divergence form operator with co-normal reflection at the boundary of a bounded -domain. We also show that the diffusion is a Dirichlet process for each starting point inside the domain.
On weak convergence of filtrations
Stability of stochastic differential equations driven by general semimartingales
CONTENTS Introduction........................................................................................................5 0. Announcement of results...............................................................................7 1. Condition (UT).............................................................................................18 2. Weak convergence of solutions...................................................................26 ...
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