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A Wong-Zakai theorem for SDEs with singular drift - MaRDI portal

A Wong-Zakai theorem for SDEs with singular drift

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Publication:6378524

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DOI10.1016/J.JDE.2022.04.023zbMath1514.60067arXiv2109.12158MaRDI QIDQ6378524

Chengcheng Ling, Michael K. R. Scheutzow, Sebastian Riedel

Publication date: 24 September 2021

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Diffusion processes (60J60)

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