Stationary Wong–Zakai Approximation of Fractional Brownian Motion and Stochastic Differential Equations with Noise Perturbations
In this article, we introduce a Wong–Zakai type stationary approximation to the fractional Brownian motions and provide a sharp rate of convergence in <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><ms...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-05-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/6/6/303 |