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- Publisher
- Springer Journals
- Copyright
- Copyright © 2007 by Springer Science + Business Media B.V.
- Subject
- Mathematics; Mathematics, general; Computer Science, general; Theoretical, Mathematical and Computational Physics; Complex Systems; Classical Mechanics
- ISSN
- 0167-8019
- eISSN
- 1572-9036
- DOI
- 10.1007/s10440-007-9141-y
- Publisher site
- See Article on Publisher Site
Abstract
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.
Journal
Acta Applicandae Mathematicae – Springer Journals
Published: Mar 23, 2007