A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale
Author:
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics
Reference23 articles.
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4. M. Hairer, É. Pardoux.A Wong-Zakai theorem for stochastic PDEs, J. Math. Soc. Japan, 67 (2015), 1551-1604.
5. R. Hintze, I. Pavlyukevich.Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by $\alpha $-stable Lévy processes, Bernoulli, 20 (2014), 265-281.
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
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2. Random invariant manifolds of stochastic evolution equations driven by Gaussian and non-Gaussian noises;Journal of Mathematical Physics;2021-11-01
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