Timeline for Wong-Zakai smooth approximation in probabilty for stochastic differential equations
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Feb 7, 2016 at 14:07 | comment | added | Martin Hairer | The original Wong-Zakai paper actually doesn't treat the $n$-dimensional case. In the one-dimensional case, any (continuous) approximation converges, which is not the case in higher dimensions. To the best of my knowledge the first articles treating the $n$-dimensional case are Strook & Varadhan's support theorem paper. (Coincidentally, there's also a paper by McShane with a similar result that appeared in the same proceedings volume.) | |
| Nov 9, 2015 at 12:30 | comment | added | Joonas Ilmavirta | Can you give more details about the paper and the result that might interest the OP? An answer should remain meaningful even if all the links die. | |
| Nov 9, 2015 at 11:46 | review | Late answers | |||
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| Nov 9, 2015 at 11:28 | review | First posts | |||
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| Nov 9, 2015 at 11:26 | history | answered | Alex De Castro | CC BY-SA 3.0 |