A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale (Q2033582)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale |
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A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale (English)
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17 June 2021
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Wong-Zakai approximation
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stochastic differential equation
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semimartingale
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Skorokhod \(M_1\)-topology
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random time change
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