Rough path limits of the Wong-Zakai type with a modified drift term (Q1019700): Difference between revisions

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+W1604692157
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+.0337
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+Extending the Wong-Zakai theorem to reversible Markov processes
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+Non-degeneracy of Wiener functionals arising from rough differential equations
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+Semi-martingales and rough paths theory
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+Stochastic analysis, rough path analysis and fractional Brownian motions.
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+Approximations of the Brownian rough path with applications to stochastic analysis
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+Differential equations driven by Gaussian signals
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+On Wong–Zakai approximations with δ–martingales
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+Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem
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+On \((p,q)\)-rough paths
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+Differential equations driven by rough signals
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