Extending the Wong-Zakai theorem to reversible Markov processes
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Publication:1849474
DOI10.1007/s100970200040zbMath1010.60070OpenAlexW2007589447MaRDI QIDQ1849474
Richard F. Bass, Terence J. Lyons, Benjamin M. Hambly
Publication date: 1 December 2002
Published in: Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s100970200040
stochastic differential equationsstochastic areapolygonal approximationrough pathsreversible Markov processesfinite \(p\)-variation
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