A Wong-Zakai theorem for SDEs with singular drift
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Publication:2135158
DOI10.1016/j.jde.2022.04.023OpenAlexW3202212534MaRDI QIDQ2135158
Sebastian Riedel, Chengcheng Ling, Michael K. R. Scheutzow
Publication date: 4 May 2022
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.12158
support theoremWong-Zakai approximationsingular stochastic differential equationsZvonkin's transformationstability with respect to singular drifts
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Diffusion processes (60J60)
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