Noncausal calculus approach to Wong-Zakai's theorem on the approximation of SDE by physically realizable model (Q6104306)
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scientific article; zbMATH DE number 7703471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Noncausal calculus approach to Wong-Zakai's theorem on the approximation of SDE by physically realizable model |
scientific article; zbMATH DE number 7703471 |
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Noncausal calculus approach to Wong-Zakai's theorem on the approximation of SDE by physically realizable model (English)
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28 June 2023
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SDE
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Brownian motion
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noncausal stochastic integrals
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noncausal Itô formula
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