%0 Journal Article
%T Fast approximation of solutions of SDE's with oblique reflection on an orthant
%A Krzysztof Czarkowski
%J Mathematics
%D 2008
%I arXiv
%X We consider the discrete "fast" penalization scheme for SDE's driven by general semimartingale on orthant $\mathbb{R}_{+}^{d}$ with oblique reflection.
%U http://arxiv.org/abs/0812.0619v1