Wong-Zakai approximations and center manifolds of stochastic differential equations (Q2013919)

From MaRDI portal





scientific article; zbMATH DE number 6759136
Language Label Description Also known as
default for all languages
No label defined
    English
    Wong-Zakai approximations and center manifolds of stochastic differential equations
    scientific article; zbMATH DE number 6759136

      Statements

      Wong-Zakai approximations and center manifolds of stochastic differential equations (English)
      0 references
      0 references
      0 references
      10 August 2017
      0 references
      This paper deals with random dynamical equations which can be thought of as an applied mathematical approach to stochastic differential equations. Here, the authors focuse on stochasticity in Stratonovitch sense. They study the Wong-Zakai approximations provided by a stationary process via the Wiener shift, on one hand, and their associated dynamics of the standard Stratonovich stochastic differential equation, on the other hand. The authors construct the approximations and then study the convergence of these approximations. Then they consider the Wong-Zakai approximation for center manifolds, and again, study its convergence.
      0 references
      Brownian motion
      0 references
      Wong-Zakai approximatins
      0 references
      multiplicative noise
      0 references
      random dynamical systems
      0 references
      center manifold
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers