Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem (Q5429583)
From MaRDI portal
scientific article; zbMATH DE number 5216863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem |
scientific article; zbMATH DE number 5216863 |
Statements
Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem (English)
0 references
30 November 2007
0 references
rough paths
0 references
stochastic differential equations
0 references
stochastic process generated by divergence-form operators
0 references
Dirichlet process
0 references
approximation of trajectories
0 references
