On Wong–Zakai approximations with δ–martingales (Q3043435)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Wong–Zakai approximations with δ–martingales |
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On Wong–Zakai approximations with δ–martingales (English)
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6 August 2004
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Wiener process
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martingales
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stochastic differential equations
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Wong-Zakai approximation
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