Wong-Zakai approximations and center manifolds of stochastic differential equations (Q2013919): Difference between revisions

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Property / DOI: 10.1016/j.jde.2017.06.005 / rank
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Property / reviewed by: Guy Jumaric / rank
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Property / reviewed by: Guy Jumaric / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jde.2017.06.005 / rank
 
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Latest revision as of 18:42, 16 December 2024

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Wong-Zakai approximations and center manifolds of stochastic differential equations
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    Wong-Zakai approximations and center manifolds of stochastic differential equations (English)
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    10 August 2017
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    This paper deals with random dynamical equations which can be thought of as an applied mathematical approach to stochastic differential equations. Here, the authors focuse on stochasticity in Stratonovitch sense. They study the Wong-Zakai approximations provided by a stationary process via the Wiener shift, on one hand, and their associated dynamics of the standard Stratonovich stochastic differential equation, on the other hand. The authors construct the approximations and then study the convergence of these approximations. Then they consider the Wong-Zakai approximation for center manifolds, and again, study its convergence.
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    Brownian motion
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    Wong-Zakai approximatins
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    multiplicative noise
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    random dynamical systems
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    center manifold
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