Exact convergence rate of the Wong–Zakai approximation to RDEs driven by Gaussian rough paths (Q2833714)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact convergence rate of the Wong–Zakai approximation to RDEs driven by Gaussian rough paths |
scientific article; zbMATH DE number 6656320
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact convergence rate of the Wong–Zakai approximation to RDEs driven by Gaussian rough paths |
scientific article; zbMATH DE number 6656320 |
Statements
Exact convergence rate of the Wong–Zakai approximation to RDEs driven by Gaussian rough paths (English)
0 references
25 November 2016
0 references
stochastic differential equation
0 references
Wong-Zakai approximation
0 references
rough path
0 references
convergence rate
0 references
Gaussian process
0 references
fractional Brownian motion
0 references
0.9404733
0 references
0.9404733
0 references
0.9326393
0 references
0.93023026
0 references
0.9076981
0 references
0.9060374
0 references
0.90193796
0 references
0.9005002
0 references
0.89902365
0 references
0.8969524
0 references
