Wong Zakai Approximation for Stochastic Differential Equations Driven by G Brownian Motion
In this paper, we build the Wong Zakai approximation for Stratonovich type stochastic differential equations driven by G Brownian motion and obtain the quasi sure convergence rate under Holder norm by a rough path argument. As a corollary, we obtain the quasi continuity of solutions of random rough differential equations driven by lifted martingales under a sequence of singular measures.