Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem (Q5429583)

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scientific article; zbMATH DE number 5216863
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Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem
scientific article; zbMATH DE number 5216863

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    Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem (English)
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    30 November 2007
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    rough paths
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    stochastic differential equations
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    stochastic process generated by divergence-form operators
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    Dirichlet process
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    approximation of trajectories
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