Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients

DOI10.1090/PROC/16585OpenAlexW4381491078MaRDI QIDQ6049990

Jie Xu, Jiayin Gong

Publication date: 11 October 2023

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/proc/16585

zbMATH Keywords

Wong-Zakai approximations\(d_\infty\)-Lipschitz conditionsstochastic differential equations with path-dependent coefficients

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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