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Wong-Zakai Approximation for SDEs Driven...

Peng, Shige...

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Wong-Zakai Approximation for SDEs Driven by $G-$Brownian Motion by Peng, Shige ( Author )

Content Provider	Lemonjar Open Access
Publisher	Australian National University
Publication Date	29-08-2023
Summary	In this paper, we build the equivalence between rough differential equations driven by the lifted $G$-Brownian motion and the corresponding Stratonovich type SDE through the Wong-Zakai approximation. The quasi-surely convergence rate of Wong-Zakai approximation to $G-$SDEs with mesh-size $\frac{1}{n}$ in the $\alpha$-H\"older norm is estimated as $(\frac{1}{n})^{\frac12-}.$ As corollary, we obtain the quasi-surely continuity of the above RDEs with respect to uniform norm.
ISBN	-
Item Type	Article
File Type	pdf
File Size	30.00 KB
Language	English
Subjects	-
Unlimited	MYR 0.01
Total read	-
URL	http://arxiv.org/abs/1511.00206

Citation

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AMA 11th EditionReferences

Peng, Shige. Wong-Zakai Approximation for SDEs Driven by $G-$Brownian Motion. Australian National University. August 29, 2023. Accessed August 09, 2025. https://online.provdatabase.com/cite/21109

APA 7th EditionReferences

Peng, Shige. (2023). Wong-Zakai Approximation for SDEs Driven by $G-$Brownian Motion. Australian National University. https://online.provdatabase.com/cite/21109

Chicago 17th EditionReferences

Peng, Shige. Wong-Zakai Approximation for SDEs Driven by $G-$Brownian Motion. Australian National University. 2023. https://online.provdatabase.com/cite/21109

HarvardReferences

Peng, Shige. (2023). Wong-Zakai Approximation for SDEs Driven by $G-$Brownian Motion. [Online]. Australian National University. Available from: https://online.provdatabase.com/cite/21109. (Accessed 09 August 2025).

Harvard AustraliaReferences

Peng, Shige, 2023, Wong-Zakai Approximation for SDEs Driven by $G-$Brownian Motion, Australian National University, viewed 09 August 2025, <https://online.provdatabase.com/cite/21109>

MLA 9th EditionWorks Cited

Peng, Shige. Wong-Zakai Approximation for SDEs Driven by $G-$Brownian Motion. Australian National University, 2023. PROV Database, https://online.provdatabase.com/cite/21109.

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