Multidimensional Stochastic Processes as Rough Paths: Theory ...
Peter K. Friz
Theory and Applications Peter K. Friz, Nicolas B. Victoir ... The classical Wong– Zakai theorem can be found, for instance, in Stroock [160], Kurtz et al. [97] or the ... The above class of (fully non-linear) SPDEs, possibly generalized to H = H (x,u ...