On Stratonovich integral equations driven by continuous \(p\)-semimartingales (Q996789)

Let \(Z\) be a continuous \(p\)-semimartingale with \(p\in[1,2)\), i.e., \(Z-Z(0)=M+A\), where \(M\) is a local martingale and \(A\) is a process with locally bounded \(p\)-variation. In the present paper the stochastic differential equation \[ X_t=\xi+ (S)\int^1_0f(X_s)\,dZ_s,\;t\geq 0\tag{1} \] is considered. The integral on the right-hand side is understood as the Stratonovich integral. The author proves that if the function \(f\) is bounded Lipschitz-continuous, then the Stratonovich integral equation (1) has a solution-measure (weak solution) and if the function \(f\) is twice continuously differentiable bounded, then (1) has a solution-process (strong solution). He also gives generalization of the Wong-Zakai theorem and the convergence rate of the Wong-Zakai type approximation.