Wong–Zakai approximations with convergence rate for stochastic partial differential equations (Q4622810): Difference between revisions

@@ Property / arXiv ID @@
+.06202
@@ Property / arXiv ID: 1907.06202 / rank @@
+Normal rank
@@ Property / cites work @@
+Manifolds, tensor analysis, and applications.
@@ Property / cites work: Manifolds, tensor analysis, and applications. / rank @@
+Normal rank
@@ Property / cites work @@
+An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise
+Normal rank
@@ Property / cites work @@
+Support theorem for diffusion processes on Hilbert spaces
+Normal rank
@@ Property / cites work @@
+Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Cubature on Wiener space in infinite dimension
@@ Property / cites work: Cubature on Wiener space in infinite dimension / rank @@
+Normal rank
@@ Property / cites work @@
+A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON
+Normal rank
@@ Property / cites work @@
+Q4453265
@@ Property / cites work: Q4453265 / rank @@
+Normal rank
@@ Property / cites work @@
+Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+A mild Itô formula for SPDEs
@@ Property / cites work: A mild Itô formula for SPDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency problems for Heath-Jarrow-Morton interest rate models
+Normal rank
@@ Property / cites work @@
+Rough path limits of the Wong-Zakai type with a modified drift term
+Normal rank
@@ Property / cites work @@
+Wong-Zakai type convergence in infinite dimensions
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations in Infinite Dimensions
+Normal rank
@@ Property / cites work @@
+Approximation and support theorems in modulus spaces
+Normal rank
@@ Property / cites work @@
+On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem
+Normal rank
@@ Property / cites work @@
+Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+A Wong-Zakai theorem for stochastic PDEs
@@ Property / cites work: A Wong-Zakai theorem for stochastic PDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Wong-Zakai type approximation of SPDEs of Lévy noise
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+The support of the solution to a hyperbolic SPDE
@@ Property / cites work: The support of the solution to a hyperbolic SPDE / rank @@
+Normal rank
@@ Property / cites work @@
+Q4652205
@@ Property / cites work: Q4652205 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4652206
@@ Property / cites work: Q4652206 / rank @@
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+A concise course on stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+The Wong-Zakai theorem for dynamical systems with parametric Poisson white noise excitation
+Normal rank
@@ Property / cites work @@
+An alternative approach on the existence of affine realizations for HJM term structure models
+Normal rank
@@ Property / cites work @@
+Wong-Zakai approximations of stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+Wong-Zakai type approximations for stochastic differential equations driven by a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+Q5286955
@@ Property / cites work: Q5286955 / rank @@
+Normal rank
@@ Property / cites work @@
+An approximation theorem of wong-zakai type for nonlinear stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations
+Normal rank
@@ Property / cites work @@
+Wong-Zakai approximations for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q5561562
@@ Property / cites work: Q5561562 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Convergence of Ordinary Integrals to Stochastic Integrals
+Normal rank
@@ Property / cites work @@
+On the relation between ordinary and stochastic differential equations
+Normal rank