Wong–Zakai approximations for quasilinear systems of Itô's-type stochastic differential equations driven by fBm with H > 1 2 (Q6187609)

From MaRDI portal
scientific article; zbMATH DE number 7788066
Language Label Description Also known as
English
Wong–Zakai approximations for quasilinear systems of Itô's-type stochastic differential equations driven by fBm with H > 1 2
scientific article; zbMATH DE number 7788066

    Statements

    Wong–Zakai approximations for quasilinear systems of Itô's-type stochastic differential equations driven by fBm with H > 1 2 (English)
    0 references
    0 references
    15 January 2024
    0 references
    Wong-Zakai approximation
    0 references
    fractional Brownian motion
    0 references
    Wick product
    0 references
    Fokker-Planck equation
    0 references
    stochastic differential equations
    0 references
    multiplicative noise
    0 references
    multidimensional Wiener process
    0 references
    Itô calculus
    0 references
    Cameron-Martin expansion
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references