scientific article; zbMATH DE number 4213159

zbMATH Open0733.60082MaRDI QIDQ3359520FDOQ3359520

Authors: Héctor J. Sussmann 

Publication date: 1991

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Lie bracketsconvergence of solutionsStratonovich stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (14)

• Smooth approximation of stochastic differential equations
• Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes
• On Wong–Zakai approximations with δ–martingales
• Variational Principles on Geometric Rough Paths and the Lévy Area Correction
• A rough path perspective on renormalization
• On Wong-Zakai approximation of stochastic differential equations
• Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
• Conditions for local almost sure asymptotic stability
• Anomalous thermodynamics in homogenized generalized Langevin systems
• Random walks and Lévy processes as rough paths
• Variational principles for fluid dynamics on rough paths
• Superdiffusive limits beyond the Marcus regime for deterministic fast-slow systems
• Title not available (Why is that?)
• Rough path limits of the Wong-Zakai type with a modified drift term

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