Fonctionne avec Indico
v3.2.9
A standard question in the theory of stochastic processes is how to interpret stochastic integrals (Ito, Stratonovich, and so on). The idea of Wong-Zakai approximation is to approximate stochastic processes by smooth processes. Studying the limits of the integrals for the smooth processes should give insight into the correct interpretation of the stochastic integrals.
I will review the classical results on success/failure of this program. Then I will discuss recent contributions from the theory of deterministic dynamical systems for the cases when integration is with respect to Brownian motion or a stable Levy process.