On Wong-Zakai approximation of stochastic differential equations

DOI10.1016/0047-259X(83)90043-XzbMath0535.60053MaRDI QIDQ791231

Franz Konecny

Publication date: 1983

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

continuous vector martingalediscontinuous semimartingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48)

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