5 citations · 5 across the 2 of their papers we have counts for
2 papers
math.PR2017★ 5 cited
Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations
Bilel Kacem Ben Ammou, Alberto Lanconelli
We consider a class of stochastic differential equations driven by a one dimensional Brownian motion and we investigate the rate of convergence for Wong-Zakai-type approximated sol…
math.PR2015
On stochastic differential equations driven by the renormalized square of the Gaussian white noise
Bilel Kacem Ben Ammou, Alberto Lanconelli
We investigate the properties of the Wick square of Gaussian white noises through a new method to perform non linear operations on Hida distributions. This method lays in between t…