Exact convergence rate of the Wong–Zakai approximation to RDEs driven by Gaussian rough paths (Q2833714)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact convergence rate of the Wong–Zakai approximation to RDEs driven by Gaussian rough paths |
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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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