Open AccessRecovering the pathwise Itô solution from averaged Stratonovich solutions
Author(s) -
Terry Lyons,
Danyu Yang
Publication year - 2016
Publication title -
electronic communications in probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.236
H-Index - 38
ISSN - 1083-589X
DOI - 10.1214/16-ecp3795
Subject(s) - mathematics , partition (number theory) , zero (linguistics) , interval (graph theory) , mathematical analysis , stochastic differential equation , noise (video) , order (exchange) , wiener process , combinatorics , computer science , finance , artificial intelligence , economics , image (mathematics) , philosophy , linguistics