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math.PR2022★ 7 cited
Wong-Zakai type approximations of rough random dynamical systems by smooth noise
Qiyong Cao, Hongjun Gao, Bjorn Schmalfuss
This paper is devoted to the smooth and stationary Wong-Zakai approximations for a class of rough differential equations driven by a geometric fractional Brownian rough path $\bold…
math.PR2020
Rough Path Theory to approximate Random Dynamical Systems
Hongjun Gao, María J. Garrido-Atienza, Anhui Gu +2
We consider the rough differential equation $dY=f(Y)d\bm \om$ where $\bm \om=(ω,\bbomega)$ is a rough path defined by a Brownian motion on $\RR^m$. Under the usual regularity a…