Extending the Wong-Zakai theorem to reversible Markov processes
Work
Year: 2002
Type: article
Abstract: We show how to construct a canonical choice of stochastic area for paths of reversible Markov processes satisfying a weak Hölder condition, and hence demonstrate that the sample paths of such processe... more
Authors Richard F. Bass, Ben Hambly, Terry Lyons
Institutions University of Connecticut, University of Oxford
Cites: 20
Cited by: 47
Related to: 10
FWCI: 2.805
Citation percentile (by year/subfield): 89.64
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze