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20092026
most citedStrong convergence rate in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales

3 citations · 22 across the 18 of their papers we have counts for

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math.PR2019★ 2 cited

A Wong-Zakai Approximation of Stochastic Differential Equations Driven by a General Semimartingale

Xianming Liu, Guangyue Han

We examine a Wong-Zakai type approximation of a family of stochastic differential equations driven by a general cadlag semimartingale. For such an approximation, compared with the…