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- W2144562662 abstract "We have seen in a previous article how the theory of “rough paths” allows us to construct solutions of differential equations driven by processes generated by divergence form operators. In this article, we study a convergence criterion which implies that one can interchange the integral with the limit of a family of stochastic processes generated by divergence form operators. As a corollary, we identify stochastic integrals constructed with the theory of rough paths with Stratonovich or Itô integrals already constructed for stochastic processes generated by divergence form operators by using time-reversal techniques." @default.
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- W2144562662 date "2008-07-01" @default.
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- W2144562662 title "Stochastic differential equations driven by processes generated by divergence form operators II: convergence results" @default.
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- W2144562662 doi "https://doi.org/10.1051/ps:2007040" @default.
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