Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion (Q2116485)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion |
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Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion (English)
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17 March 2022
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\(G\)-expectation
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rough paths
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Wong-Zakai approximation
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quasi-sure continuity
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