Exact convergence rate of the Wong–Zakai approximation to RDEs driven by Gaussian rough paths (Q2833714)
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scientific article; zbMATH DE number 6656320
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| English | Exact convergence rate of the Wong–Zakai approximation to RDEs driven by Gaussian rough paths |
scientific article; zbMATH DE number 6656320 |
Statements
Exact convergence rate of the Wong–Zakai approximation to RDEs driven by Gaussian rough paths (English)
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25 November 2016
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stochastic differential equation
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Wong-Zakai approximation
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rough path
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convergence rate
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Gaussian process
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fractional Brownian motion
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0.9404733
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0.9404733
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0.9326393
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0.93023026
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0.9076981
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0.9060374
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0.90193796
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0.9005002
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0.89902365
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0.8969524
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