Wong-Zakai approximations of stochastic evolution equations

DOI10.1007/s00028-006-0280-9zbMath1123.35095OpenAlexW2165234069MaRDI QIDQ871609

Gianmario Tessitore, Zabczyk, Jerzy

Publication date: 20 March 2007

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10281/5515

zbMATH Keywords

weak convergencestochastic differential equationsmartingale problemWong-Zakai approximations

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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