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Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations - MaRDI portal

Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations (Q2330410)

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Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations
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    Statements

    title
    Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations (English)
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    author
    Bilel Kacem Ben Ammou
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    Alberto Lanconelli
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    publication date
    22 October 2019
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    zbMATH Keywords
    stochastic differential equations
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    Wong-Zakai theorem
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    Wick product
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    cites work
    Q4219109
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    Q4866236
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    Q4002114
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    Q5670045
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H30
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    60H05
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    zbMATH DE Number
    7120198
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    OpenAlex ID
    W3104588965
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    arXiv ID
    1707.08440
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