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- W2946495881 abstract "In this article we study effects that small perturbations in the noise have to the solution of differential equations driven by Holder continuous functions of order $H>frac12$. As an application, we consider stochastic differential equations driven by a fractional Brownian motion. We introduce a Wong--Zakai type stationary approximation to the fractional Brownian motions and prove that it converges in a suitable space. Moreover, we provide sharp results on the rate of convergence in the $p$-norm. Our stationary approximation is suitable for all values of $Hin (0,1)$." @default.
- W2946495881 created "2019-05-29" @default.
- W2946495881 creator A5027821152 @default.
- W2946495881 creator A5051260557 @default.
- W2946495881 date "2019-05-19" @default.
- W2946495881 modified "2023-10-17" @default.
- W2946495881 title "Stochastic differential equations with noise perturbations and Wong-Zakai approximation of fractional Brownian motion" @default.
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- W2946495881 doi "https://doi.org/10.48550/arxiv.1905.07846" @default.
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