Wong-Zakai type convergence in infinite dimensions (Q388882): Difference between revisions

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Property / Mathematics Subject Classification ID: 60H20 / rank
 
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Property / zbMATH DE Number: 6247200 / rank
 
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weak convergence
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stochastic differential equation
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Wong-Zakai
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uniform tightness
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infinite-dimensional semimartingales
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Banach space-valued semimartingales
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\(H^{\#}\)-semimartingales
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Latest revision as of 14:05, 18 April 2024

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Wong-Zakai type convergence in infinite dimensions
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    Wong-Zakai type convergence in infinite dimensions (English)
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    17 January 2014
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    weak convergence
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    stochastic differential equation
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    Wong-Zakai
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    uniform tightness
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    infinite-dimensional semimartingales
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    Banach space-valued semimartingales
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    \(H^{\#}\)-semimartingales
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