A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale (Q2033582)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7360473
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale |
scientific article; zbMATH DE number 7360473 |
Statements
A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale (English)
0 references
17 June 2021
0 references
Wong-Zakai approximation
0 references
stochastic differential equation
0 references
semimartingale
0 references
Skorokhod \(M_1\)-topology
0 references
random time change
0 references
0 references
0 references
0.8586148023605347
0 references
0.8223912119865417
0 references
0.8197818398475647
0 references
0.8103762269020081
0 references
