Rough path limits of the Wong-Zakai type with a modified drift term

Journal of Functional Analysis

Volumn 256, Issue 10, 2009, Pages 3236-3256

  Friz, Peter ^a   Oberhauser, Harald ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Iterated Lie brackets in limit processes of differential equations; Rough paths analysis

Indexed keywords

EID: 62549103735     PISSN: 00221236     EISSN: 10960783     Source Type: Journal    
DOI: 10.1016/j.jfa.2009.02.010     Document Type: Article

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