Wong-Zakai approximations for stochastic differential equations (Q1914901)
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| Language | Label | Description | Also known as |
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| English | Wong-Zakai approximations for stochastic differential equations |
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Wong-Zakai approximations for stochastic differential equations (English)
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21 April 1997
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The author has been working for an extensive period on Wong-Zakai approximations for finite- and infinite-dimensional stochastic differential equations. The paper is a survey paper and provides an excellent overview over this field. It includes the approximation of stochastic delay equations, stochastic evolution equations, the Navier-Stokes equation and nonlinear stochastic equations in abstract spaces.
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Wong-Zakai approximations
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survey paper
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approximation of stochastic delay equations
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Navier-Stokes equation
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