Stochastic differential equations driven by processes generated by divergence form operators I: A Wong-Zakai theorem

ESAIM - Probability and Statistics

Volumn 10, Issue , 2006, Pages 356-379

  Lejay, Antoine ^a  

^a UNIVERSITÉ HENRI POINCARÉ NANCY 1   (France)

Author keywords

Approximation of trajectories; Dirichlet process; Rough paths; Stochastic differential equations; Stochastic process generated by divergence form operators

Indexed keywords

EID: 33846110946     PISSN: 12928100     EISSN: 12623318     Source Type: Journal    
DOI: 10.1051/ps:2006015     Document Type: Article

References (35)