Stochastic differential equations driven by processes generated by divergence form operators II: convergence results
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Publication:5190290
DOI10.1051/ps:2007040zbMath1185.60061OpenAlexW2144562662MaRDI QIDQ5190290
Publication date: 15 March 2010
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/245833
stochastic differential equationsrough pathsconvergence of stochastic integralscondition UTDstochastic process generated by divergence form operators
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
Related Items
A support and density theorem for Markovian rough paths ⋮ On uniformly subelliptic operators and stochastic area ⋮ Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem ⋮ Yet another introduction to rough paths
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