Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients
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Publication:6049990
DOI10.1090/proc/16585OpenAlexW4381491078MaRDI QIDQ6049990
Publication date: 11 October 2023
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/proc/16585
Wong-Zakai approximations\(d_\infty\)-Lipschitz conditionsstochastic differential equations with path-dependent coefficients
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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