Strong convergence of stochastic taylor expansions of two-parameter random fields

DOI10.1080/07362999708809469zbMath0902.60040OpenAlexW1967408544MaRDI QIDQ4381685

Yenkun Huang, V. V. Anh, Peter E. Kloeden

Publication date: 4 May 1998

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999708809469

zbMATH Keywords

convergencestochastic differential equationsWong-Zakai-Ito formula

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Stochastic models for fractal processes

Cites Work

• Existence of strong solutions for stochastic differential equations in the plane
• Estimate on moments of the solutions to stochastic differential equations in the plane
• Stopping times and an extension of stochastic integrals in the plane
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• The sample function continuity of stochastic integrals in the plane
• An extension of stochastic integrals in the plane
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Unnamed Item
• Unnamed Item

This page was built for publication: Strong convergence of stochastic taylor expansions of two-parameter random fields