On Stratonovich Integral Equations Driven by Continuous p-Semimartingales
Tóm tắt
We obtain conditions under which a Stratonovich integral equation driven by a continuous p-semimartingale has a weak solution and a unique strong solution-measure. Generalization of the Wong–Zakai theorem and the convergence rate of the corresponding approximation are given.
Tài liệu tham khảo
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