Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion (Q2116485)

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scientific article; zbMATH DE number 7491641
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Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion
scientific article; zbMATH DE number 7491641

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    Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion (English)
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    17 March 2022
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    \(G\)-expectation
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    rough paths
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    Wong-Zakai approximation
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    quasi-sure continuity
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