Rate of convergence of transport processes with an application to stochastic differential equations
We obtain a rate of convergence of uniform transport processes to Brownian motion, which we apply to the Wong and Zakai approximation of stochastic integrals [\textit{E. Wong} and \textit{M. Zakai}, Ann. Math. Stat. 36, 1560-1564 (1965; Zbl 0138.112) and Z. Wahrscheinlichkeitstheor. Verw. Geb. 12, 87-97 (1969; Zbl 0185.444)].
rate of convergence of uniform transport processes
Wong and Zakai approximation of stochastic integrals
scientific article; zbMATH DE number 4024415
scientific article