An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise
From MaRDI portal
Publication:3339051
DOI10.1080/07362998408809031zbMath0547.60066OpenAlexW1989231450MaRDI QIDQ3339051
Fabrizio Broglia, Paolo Acquistapace
Publication date: 1984
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998408809031
Related Items (35)
Wong–Zakai approximations for the stochastic Landau–Lifshitz–Bloch equations ⋮ Existence and sharp regularity results for linear parabolic non- autonomous integro-differential equations ⋮ Asymptotic behavior of random Navier-Stokes equations driven by Wong-Zakai approximations ⋮ An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations ⋮ Wong-Zakai type approximation of SPDEs of Lévy noise ⋮ Asymptotic behavior of random coupled Ginzburg-Landau equation driven by colored noise on unbounded domains ⋮ Wong-Zakai approximations for stochastic differential equations ⋮ Approximate the dynamical behavior for stochastic systems by Wong-zakai approaching ⋮ Asymptotic behavior of random FitzHugh-Nagumo systems driven by colored noise ⋮ An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces ⋮ Approximation for diffusion in random fields ⋮ Long term behavior of random Navier-Stokes equations driven by colored noise ⋮ Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients ⋮ Global Well-Posedness and Regularity of Stochastic 3D Burgers Equation with Multiplicative Noise ⋮ Effective filtering for slow-fast systems via Wong-Zakai approximation ⋮ An approximation theorem of wong-zakai type for nonlinear stochastic partial differential equations ⋮ A Wong-Zakai approximation for random invariant manifolds ⋮ A new approach to stochastic evolution equations with adapted drift ⋮ The Wong-Zakai approximations of invariant manifolds and foliations for stochastic evolution equations ⋮ Wong–Zakai approximations with convergence rate for stochastic partial differential equations ⋮ Stochastic Camassa-Holm equation with convection type noise ⋮ A convergence result for stochastic partial differential equations ⋮ Higher-order Wong-Zakai approximations of stochastic reaction-diffusion equations on \(\mathbb{R}^N\) ⋮ Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation ⋮ On smooth approximation for random attractor of stochastic partial differential equations with multiplicative noise ⋮ Approximation for random stable manifolds under multiplicative correlated noises ⋮ Asymptotic behavior of non-autonomous random Ginzburg-Landau equation driven by colored noise ⋮ Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space ⋮ A Wong-Zakai approximation for random slow manifolds with application to parameter estimation ⋮ Finite dimensional reducing and smooth approximating for a class of stochastic partial differential equations ⋮ Random attractors of reaction-diffusion equations without uniqueness driven by nonlinear colored noise ⋮ Approximate dynamics of a class of stochastic wave equations with white noise ⋮ Random attractors of FitzHugh–Nagumo systems driven by colored noise on unbounded domains ⋮ Uniqueness of martingale solutions for the stochastic nonlinear Schrödinger equation on 3d compact manifolds ⋮ Multi-valued random dynamics of partly dissipative reaction–diffusion system with discontinuous nonlinearity on RN
Cites Work
- Unnamed Item
- Unnamed Item
- Linear stochastic evolution equations in Hilbert space
- Stochastic evolution equations with general white noise disturbance
- Infinite dimensional linear systems theory
- On the gap between deterministic and stochastic ordinary differential equations
- Stochastic partial differential equations and filtering of diffusion processes
- A submartingale type inequality with applicatinos to stochastic evolution equations
- [https://portal.mardi4nfdi.de/wiki/Publication:4089599 Une formule d'isom�trie pour l'int�grale stochastique hilbertienne et �quations d'�volution lin�aires stochastiques]
- Existence and stability of solutions for semi-linear parabolic systems, and applications to some diffusion reaction equations
- On the optimal filtering of diffusion processes
- Riemann-Stieltjes approximations of stochastic integrals
- Stochastic evolution equations
This page was built for publication: An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise