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

ESAIM: Probability and Statistics (2006)

- Volume: 10, page 356-379
- ISSN: 1292-8100

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topLejay, Antoine. "Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem." ESAIM: Probability and Statistics 10 (2006): 356-379. <http://eudml.org/doc/249761>.

@article{Lejay2006,

abstract = {
We show in this article how the theory of “rough paths”
allows us to construct solutions of differential
equations (SDEs) driven by processes generated by divergence-form
operators. For that, we use approximations
of the trajectories of the stochastic process by
piecewise smooth paths. A result of type Wong-Zakai
follows immediately.
},

author = {Lejay, Antoine},

journal = {ESAIM: Probability and Statistics},

keywords = {Rough paths; stochastic differential equations;
stochastic process generated by divergence-form
operators; Dirichlet process; approximation of trajectories.; rough paths; stochastic process generated by divergence-form operators; approximation of trajectories},

language = {eng},

month = {9},

pages = {356-379},

publisher = {EDP Sciences},

title = {Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem},

url = {http://eudml.org/doc/249761},

volume = {10},

year = {2006},

}

TY - JOUR

AU - Lejay, Antoine

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

JO - ESAIM: Probability and Statistics

DA - 2006/9//

PB - EDP Sciences

VL - 10

SP - 356

EP - 379

AB -
We show in this article how the theory of “rough paths”
allows us to construct solutions of differential
equations (SDEs) driven by processes generated by divergence-form
operators. For that, we use approximations
of the trajectories of the stochastic process by
piecewise smooth paths. A result of type Wong-Zakai
follows immediately.

LA - eng

KW - Rough paths; stochastic differential equations;
stochastic process generated by divergence-form
operators; Dirichlet process; approximation of trajectories.; rough paths; stochastic process generated by divergence-form operators; approximation of trajectories

UR - http://eudml.org/doc/249761

ER -

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