Wong-Zakai approximations of stochastic evolution equations (Q871609)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wong-Zakai approximations of stochastic evolution equations |
scientific article |
Statements
Wong-Zakai approximations of stochastic evolution equations (English)
0 references
20 March 2007
0 references
Theorems on weak convergence of the laws of the Wong-Zakai approximations for stochastic evolution equations are proved. It is also proved that the martingale problem associated with the equation has a unique solution. Applications to strongly damped wave and plate equations as well as to stochastic invariance are discussed.
0 references
stochastic differential equations
0 references
weak convergence
0 references
Wong-Zakai approximations
0 references
martingale problem
0 references
