Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion
DOI10.1007/s10959-020-01058-1zbMath1498.60234OpenAlexW3108569017WikidataQ115382025 ScholiaQ115382025MaRDI QIDQ2116485
Publication date: 17 March 2022
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-020-01058-1
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
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