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Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients.
- Source :
-
Proceedings of the American Mathematical Society . Dec2023, Vol. 151 Issue 12, p5413-5428. 16p. - Publication Year :
- 2023
-
Abstract
- In this paper, we shall prove an L^{p}(p>2) strong convergence rate of the non-adapted Wong-Zakai approximation for stochastic differential equations with path-dependent coefficients under d_{\infty }-Lipschitz conditions. [ABSTRACT FROM AUTHOR]
- Subjects :
- *STOCHASTIC approximation
Subjects
Details
- Language :
- English
- ISSN :
- 00029939
- Volume :
- 151
- Issue :
- 12
- Database :
- Academic Search Index
- Journal :
- Proceedings of the American Mathematical Society
- Publication Type :
- Academic Journal
- Accession number :
- 172751243
- Full Text :
- https://doi.org/10.1090/proc/16585