Wong-Zakai type approximations of rough random dynamical systems by smooth noise
نویسندگان
چکیده
This paper is devoted to the smooth and stationary Wong-Zakai approximations for a class of rough differential equations driven by geometric fractional Brownian path $\boldsymbol{\omega}$ with Hurst index $H\in(\frac{1}{3},\frac{1}{2}]$. We first construct approximation $\boldsymbol{\omega}_{\delta}$ probabilistic arguments, then using theory obtain solution on any finite interval. Finally, both original system approximative generate continuous random dynamical systems $\varphi$ $\varphi^{\delta}$. As consequence solution, $\varphi^{\delta}$ converges as $\delta\rightarrow 0$.
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ژورنال
عنوان ژورنال: Journal of Differential Equations
سال: 2023
ISSN: ['1090-2732', '0022-0396']
DOI: https://doi.org/10.1016/j.jde.2023.02.031