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

Author: Lejay Antoine  

Publisher: Edp Sciences

E-ISSN: 1262-3318|10|issue|356-379

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.10, Iss.issue, 2006-09, pp. : 356-379

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Abstract