Rate of Convergence for Wong–Zakai-Type Approximations of Itô Stochastic Differential Equations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10959-018-0837-x.pdf
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4. Da Pelo, P., Lanconelli, A., Stan, A.I.: A Hölder–Young–Lieb inequality for norms of Gaussian Wick products. Inf. Dim. Anal. Quantum Prob. Relat. Top. 14, 375–407 (2011)
5. Da Pelo, P., Lanconelli, A., Stan, A.I.: An Itô formula for a family of stochastic integrals and related Wong–Zakai theorems. Stoch. Proc. Appl. 123, 3183–3200 (2013)
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