Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations (Q2011262)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations |
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Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations (English)
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28 November 2019
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stochastic differential equations
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Wong-Zakai approximation
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Malliavin calculus
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