R. F. Bass, B. Hambly, and T. J. Lyons, Extending the Wong-Zakai theorem to reversible Markov processes, Journal of the European Mathematical Society, vol.4, issue.3, pp.237-269, 2002.
DOI : 10.1007/s100970200040

A. Bensoussan, J. L. Lions, and G. Papanicolaou, Asymptotic Analysis for Periodic Structures, 1978.
DOI : 10.1090/chel/374

M. Capitaine and C. Donati-martin, The L??vy Area Process for the Free Brownian Motion, Journal of Functional Analysis, vol.179, issue.1, pp.153-169, 2001.
DOI : 10.1006/jfan.2000.3679

S. Cohen and A. Estrade, Non-symmetric approximations for manifold-valued semimartingales, Annales de l'Institut Henri Poincare (B) Probability and Statistics, vol.36, issue.1, pp.45-70, 2000.
DOI : 10.1016/S0246-0203(00)00106-0

L. Coutin and Z. Qian, Stochastic analysis, rough path analysis and fractional Brownian motions, Probability Theory and Related Fields, vol.122, issue.1, pp.108-140, 2002.
DOI : 10.1007/s004400100158

URL : https://hal.archives-ouvertes.fr/hal-00266874

H. Föllmer, Dirichlet processes, Stochastic integrals (Proc. Sympos, pp.476-478, 1980.
DOI : 10.1007/BFb0088738

P. Friz, Continuity of the Itô-Map for Hölder rough paths with applications to the support theorem in Hölder norm, Probability and partial differential equations in modern applied mathematics <ArXiv: math.PR/0304501>, pp.117-135, 2005.

P. Friz and N. Victoir, Approximations of the Brownian rough path with applications to stochastic analysis, Annales de l'Institut Henri Poincare (B) Probability and Statistics, vol.41, issue.4
DOI : 10.1016/j.anihpb.2004.05.003

B. M. Hambly and T. J. Lyons, Stochastic area for Brownian motion on the Sierpinski gasket, The Annals of Probability, vol.26, issue.1, pp.132-148, 1998.
DOI : 10.1214/aop/1022855414

N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, p.14, 1989.

A. Jalubowski, J. Mémin, and G. Pagès, Convergence en loi des suites d'intégrales stochastiques sur l'espace D 1 de Skorokhod. Probab. Theory Related Fields, pp.11-137, 1989.

J. Jacod and A. N. Shiryaev, Limit Theorems for Stochastic Processes, 1987.
DOI : 10.1007/978-3-662-02514-7

T. G. Kurtz and P. Protter, Weak convergence of stochastic integrals and differential equations, Probabilistic Models for Nonlinear Partial Differential Equations, pp.1-41, 1995.
DOI : 10.1016/0304-4149(89)90087-2

H. Kunita, Stochastic flows and stochastic differential equations, p.14, 1990.

A. Lejay, On the Convergence of Stochastic Integrals Driven by Processes Converging on account of a Homogenization Property, Electronic Journal of Probability, vol.7, issue.0, pp.1-18, 2002.
DOI : 10.1214/EJP.v7-117

URL : https://hal.archives-ouvertes.fr/inria-00093190

A. Lejay, An Introduction to Rough Paths, Séminaire de Probabilités XXXVII, pp.1-59, 2003.
DOI : 10.1007/978-3-540-40004-2_1

URL : https://hal.archives-ouvertes.fr/inria-00102184

A. Lejay and T. J. Lyons, On the Importance of the Lévy Area for Systems Controlled by Converging Stochastic Processes Application to Homogenization The Theta Foundation, Current Trends in Potential Theory Conference Proceedings, p.14, 2002.

M. Ledoux, T. Lyons, and Z. Qian, L??vy area of Wiener processes in Banach spaces, The Annals of Probability, vol.30, issue.2, pp.546-578, 2002.
DOI : 10.1214/aop/1023481002

T. Lyons and Z. Qian, System Control and Rough Paths. Oxford Mathematical Monographs, 2002.

M. Ledoux, Z. Qian, and T. Zhang, Large deviations and support theorem for diffusions via rough paths. Stochastic Process, Appl, vol.102, issue.3, pp.265-283, 2002.

T. J. Lyons, Differential equations driven by rough signals, Revista Matem??tica Iberoamericana, vol.14, issue.2, pp.215-310, 1998.
DOI : 10.4171/RMI/240

J. Mémin and L. Ss, Condition UT et stabilit?? en loi des solutions d?????quations diff??rentielles stochastiques, Séminaire de Probabilités XXV, pp.162-177, 1991.
DOI : 10.1080/17442508408833323

P. Protter, Approximations of Solutions of Stochastic Differential Equations Driven by Semimartingales, The Annals of Probability, vol.13, issue.3, pp.716-743, 1985.
DOI : 10.1214/aop/1176992905

P. Protter, Stochastic Integration and Differential Equation, A New Approach, Applications of Mathematics, p.12, 1990.

A. Rozkosz and L. Slomi´nskislomi´nski, Extended convergence of dirichlet processes, Stochastics An International Journal of Probability and Stochastic Processes, vol.65, issue.1, pp.79-109, 1998.
DOI : 10.1080/17442509808834174

D. Revuz and M. Yor, Continuous Martingales and Brownian Motion, p.14, 1990.

E. Sipiläinen, A pathwise view of solutions of stochastic differential equations, p.15, 1993.