Recovering the pathwise Itô solution from averaged Stratonovich solutions (Q287779)

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Recovering the pathwise Itô solution from averaged Stratonovich solutions
scientific article

    Statements

    title
    Recovering the pathwise Itô solution from averaged Stratonovich solutions (English)
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    author
    Terence J. Lyons
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    Dan-Yu Yang
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    publication date
    23 May 2016
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    zbMATH Keywords
    rough paths theory
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    pathwise Itō solution
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    Stratonovich solution
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    Identifiers

    DOI
    10.1214/16-ECP3795
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    zbMATH DE Number
    6583840
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