Wong--Zakai approximation of regime-switching SDEs via rough path theory

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Publication:6433703

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arXiv2304.10062MaRDI QIDQ6433703

Jasper Barr, Oscar Peralta, Giang T. Nguyen

Publication date: 19 April 2023

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Applications of rough analysis (60L90)

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