Wong–Zakai approximations for quasilinear systems of Itô's-type stochastic differential equations driven by fBm with H > 1 2 (Q6187609)
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scientific article; zbMATH DE number 7788066
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wong–Zakai approximations for quasilinear systems of Itô's-type stochastic differential equations driven by fBm with H > 1 2 |
scientific article; zbMATH DE number 7788066 |
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Wong–Zakai approximations for quasilinear systems of Itô's-type stochastic differential equations driven by fBm with H > 1 2 (English)
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15 January 2024
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Wong-Zakai approximation
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fractional Brownian motion
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Wick product
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Fokker-Planck equation
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stochastic differential equations
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multiplicative noise
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multidimensional Wiener process
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Itô calculus
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Cameron-Martin expansion
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