Summary
We obtain a rate of convergence of uniform transport processes to Brownian motion, which we apply to the Wong and Zakai approximation of stochastic integrals.
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The research of both authors was supported by a NSERC Canada Grant and by an EMR Canada Grant of M. Csörgö at Carleton University, Ottawa
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Csörgő, M., Horváth, L. Rate of convergence of transport processes with an application to stochastic differential equations. Probab. Th. Rel. Fields 78, 379–387 (1988). https://doi.org/10.1007/BF00334201
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DOI: https://doi.org/10.1007/BF00334201