Stationary Wong–Zakai Approximation of Fractional Brownian Motion and Stochastic Differential Equations with Noise Perturbations
Round 1
Reviewer 1 Report
The paper can be accepted after minor revision.
Comments for author File:
Comments.pdf
Author Response
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Author Response File:
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Reviewer 2 Report
Report on the manuscript
“Stationary Wong-Zakai approximation of fractional Brownian motion and stochastic differential equations with noise perturbations”
I have read this paper in great detail. In this paper, the authors did a good job. In this paper, the authors introduced a Wong-Zakai type stationary approximation to the fractional Brownian motions and they proved its converges in suitable spaces. They considered as an application the stochastic differential equations forced by a fractional Brownian motion and generalized some existing results in the literature concerning the approximation of the noise and the convergence of corresponding solutions.
In my opinion, the results are new in this paper. I have the following comments that should be taken into account:
- The Abstract is not concise
- The authors should clearly mention the motivation of this present study
- In Line 264, the authors should rewrite this sentence again “Finally we want to emphasize once more that while the results”
- The Reference Number 29 should be in the same style.
The manuscript can be considered for publication provided that the authors revise the paper based on the above suggestions.
Author Response
Please see the attachment.
Author Response File:
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