Extending the Wong-Zakai theorem to reversible Markov processes
We show how to construct a canonical choice of stochastic area for paths of reversible Markov processes satisfying a weak Holder condition, and hence demonstrate that the sample paths of such processes are rough paths in the sense of Lyons. We further prove that certain polygonal approximations to t...
| Hlavní autoři: | , , |
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| Médium: | Journal article |
| Jazyk: | English |
| Vydáno: |
2002
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