{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/penalty-method-for-obliquely-reflected","title":"Penalty Method for Obliquely Reflected Diffusions","arxiv_id":"1509.01777","date":"2015-09-06","proceeding":null,"authors":["Andrey Sarantsev"],"abstract":"Take a multidimensional normally or obliquely reflected diffusion in a smooth domain. Approximate it by solutions of stochastic differential equations without reflection using the penalty method. That is, we approximate the reflection term with an additional drift term. In the existing literature, usually a specific approximating sequence is provided in order to prove existence of a reflected diffusion. In this article, we provide general sufficient conditions on the approximating coefficients.","url_abs":"http://arxiv.org/abs/1509.01777v8","url_pdf":"http://arxiv.org/pdf/1509.01777v8.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"penalty-method-for-obliquely-reflected","repo_url":"https://github.com/camponsah/Penalty-Method-Obliquely-Reflected-Diffusions","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}