On the relation between ordinary and stochastic differential equations
From MaRDI portal
Publication:2395148
DOI10.1016/0020-7225(65)90045-5zbMath0131.16401OpenAlexW2032006621MaRDI QIDQ2395148
Publication date: 1965
Published in: International Journal of Engineering Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0020-7225(65)90045-5
Related Items (only showing first 100 items - show all)
Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions ⋮ On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients ⋮ Asymptotic behavior of random Navier-Stokes equations driven by Wong-Zakai approximations ⋮ Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise ⋮ Response of quasi-integrable Hamiltonian systems with delayed feedback bang-bang control ⋮ Optical projection equations for reduced-order modelling, estimation, and control of linear systems with multiplicative white noise ⋮ Conditions for local almost sure asymptotic stability ⋮ Transient stochastic response of quasi integrable Hamiltonian systems ⋮ To the parameter identification of Markov diffusions; the use of the maximum quadratic variation functional ⋮ Limit theorems and the support of SDES with oblique reflections on nonsmooth domains ⋮ Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation ⋮ Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law ⋮ First-passage problem of strongly nonlinear stochastic oscillators with external and internal resonances ⋮ Anatomy of fluorescence: quantum trajectory statistics from continuously measuring spontaneous emission ⋮ Stochastic optimal control of predator-prey ecosystem by using stochastic maximum principle ⋮ A review on stochastic differential equations for applications in hydrology ⋮ Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle ⋮ Subharmonic response of linear vibroimpact system with fractional derivative damping to a randomly disrobed periodic excitation ⋮ Stochastic stability of a viscoelastic column axially loaded by a white noise force ⋮ Itô vs Stratonovich stochastic SIR models ⋮ Asymptotic behavior of random FitzHugh-Nagumo systems driven by colored noise ⋮ On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations ⋮ Stratonovich's signatures of Brownian motion determine Brownian sample paths ⋮ Stochastic problems of absolute stability ⋮ Long term behavior of random Navier-Stokes equations driven by colored noise ⋮ A support theorem for SLE curves ⋮ Toward explaining why events occur ⋮ Conjugate dynamics on center-manifolds for stochastic partial differential equations ⋮ Forward invariance and Wong-Zakai approximation for stochastic moving boundary problems ⋮ On the stochastic stability of systems with discrete parameters and arbitrary circulatory forces ⋮ A stochastic analysis of the growth of competing microbial populations in a continuous biochemical reactor ⋮ A Wong-Zakai theorem for stochastic PDEs ⋮ Existence of periodic solutions in distribution for stochastic Newtonian systems ⋮ Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review ⋮ Stochastic stability of damped Mathieu oscillator parametrically excited by a Gaussian noise ⋮ Wong-Zakai approximations and asymptotic behavior of stochastic Ginzburg-Landau equations ⋮ Stochastic stability of Duffing-Mathieu system with delayed feedback control under white noise excitation ⋮ Stochastic hyperbolic systems, small perturbations and pathwise approximation ⋮ Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations ⋮ Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain ⋮ The Wong-Zakai approximations of invariant manifolds and foliations for stochastic evolution equations ⋮ The numerical solution of Fokker-Planck equation with radial basis functions (RBFs) based on the meshless technique of Kansa's approach and Galerkin method ⋮ Investigation of stochastic nonlinear dynamics of ocean engineering systems through path integration ⋮ Higher-order Wong-Zakai approximations of stochastic reaction-diffusion equations on \(\mathbb{R}^N\) ⋮ A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics ⋮ Asymptotic stochastic transformations for nonlinear quantum dynamical systems. ⋮ Singular perturbations to semilinear stochastic heat equations ⋮ New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting) ⋮ Reflected rough differential equations ⋮ Solving system of linear Stratonovich Volterra integral equations via modification of hat functions ⋮ Stationary approximations of inertial manifolds for stochastic retarded semilinear parabolic equations ⋮ Wong-Zakai approximations for quasilinear systems of Itô's type stochastic differential equations ⋮ Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems ⋮ On a new method for the stochastic perturbation of the disease transmission coefficient in SIS models ⋮ The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition ⋮ Asymptotic Lyapunov stability with probability one of quasi-integrable Hamiltonian systems with delayed feedback control ⋮ Response of non-linear oscillator driven by fractional derivative term under Gaussian white noise ⋮ Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes ⋮ Advection-diffusion equation on a half-line with boundary Lévy noise ⋮ The Wong-Zakai theorem for dynamical systems with parametric Poisson white noise excitation ⋮ Optimal bounded control of quasi-nonintegrable Hamiltonian systems using stochastic maximum principle ⋮ An approximate method of stochastic terminal control for nonlinear dynamical systems ⋮ An approximation scheme for reflected stochastic differential equations ⋮ Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations ⋮ Wong-Zakai approximations and center manifolds of stochastic differential equations ⋮ First-exit problem of MDOF strongly nonlinear oscillators under wide-band random excitations without internal resonances ⋮ Stochastic differential equations ⋮ Stochastic differentials ⋮ Approximation von stochastischen Differentialgleichungen auf Digital- und Hybridrechnern ⋮ Stability criteria for stochastic systems with colored multiplicative noise ⋮ Analysis of a stratified Kraichnan flow ⋮ Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation ⋮ On approximate continuity and the support of reflected stochastic differential equations ⋮ Approximation for random stable manifolds under multiplicative correlated noises ⋮ A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale ⋮ Wong-Zakai approximations and attractors for stochastic wave equations driven by additive noise ⋮ Another look into the Wong-zakai theorem for stochastic heat equation ⋮ Discretely sampled signals and the rough Hoff process ⋮ Stochastic stability of viscoelastic systems under Gaussian and Poisson white noise excitations ⋮ A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations ⋮ Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space ⋮ Conditions for the moment stability of linear stochastic systems ⋮ Some approximations of stochastic integrals and solutions of stochastic differential equations ⋮ Wong-Zakai approximations of backward doubly stochastic differential equations ⋮ Regularity of Wong-Zakai approximation for non-autonomous stochastic quasi-linear parabolic equation on \(\mathbb{R}^N\) ⋮ Approximate dynamics of a class of stochastic wave equations with white noise ⋮ Correlation free forms for nonlinear stochastic systems ⋮ Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion ⋮ Theoretical developments in discrete-time control ⋮ Finite dimensional approximations to Wiener measure and path integral formulas on manifolds ⋮ Wong-Zakai approximations and pathwise dynamics of stochastic fractional lattice systems ⋮ On Wong-Zakai approximation of stochastic differential equations ⋮ Wong-Zakai approximations of stochastic lattice systems driven by long-range interactions and multiplicative white noises ⋮ Diffusion approximations for random walks on nilpotent Lie groups ⋮ Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory ⋮ Stochastic area for Brownian motion on the Sierpiński gasket ⋮ An optimal monitor of the electroencephalographic sigma sleep state ⋮ A note on supersymmetry and stochastic differential equations ⋮ Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion ⋮ A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
Cites Work
This page was built for publication: On the relation between ordinary and stochastic differential equations
