Wong-Zakai approximations of stochastic evolution equations (Q871609): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claims
Set OpenAlex properties.
 
(2 intermediate revisions by 2 users not shown)
Property / author
 
Property / author: Zabczyk, Jerzy / rank
 
Normal rank
Property / reviewed by
 
Property / reviewed by: Maria Christina Mariani / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2165234069 / rank
 
Normal rank

Latest revision as of 22:53, 19 March 2024

scientific article
Language Label Description Also known as
English
Wong-Zakai approximations of stochastic evolution equations
scientific article

    Statements

    Wong-Zakai approximations of stochastic evolution equations (English)
    0 references
    0 references
    0 references
    20 March 2007
    0 references
    Theorems on weak convergence of the laws of the Wong-Zakai approximations for stochastic evolution equations are proved. It is also proved that the martingale problem associated with the equation has a unique solution. Applications to strongly damped wave and plate equations as well as to stochastic invariance are discussed.
    0 references
    stochastic differential equations
    0 references
    weak convergence
    0 references
    Wong-Zakai approximations
    0 references
    martingale problem
    0 references

    Identifiers