On the Convergence of Ordinary Integrals to Stochastic Integrals
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(only showing first 100 items - show all)- Stochastic theory of population genetics
- On the relation between white shot noise, Gaussian white noise, and the dichotomic Markov process
- Rate of convergence of transport processes with an application to stochastic differential equations
- \(S^ p\)-stability of solutions of symmetric stochastic differential equations
- Convergence in probability for perturbed stochastic integral equations
- A review on stochastic differential equations for applications in hydrology
- Approximation of stochastic equations driven by predictable processes
- Stability of strong solutions of stochastic differential equations
- A Wong-Zakai-type theorem for certain discontinuous semimartingales
- Random environments and stochastic calculus
- Stochastic models for toxicant-stressed populations
- The effects of random selection on gene frequency
- A class of approximations of Brownian motion
- On a conjecture concerning population growth in random environment
- Bistability in fluctuating environments. Implications in tumor immunology
- Some approximations of stochastic integrals and solutions of stochastic differential equations
- Regularization of the Stratonovich equations with jumps between manifolds
- Stochastic area for Brownian motion on the Sierpiński gasket
- On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary
- An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations
- Some approximations of stochastic \(\theta\)-integrals
- Asymptotic behavior of random Navier-Stokes equations driven by Wong-Zakai approximations
- Asymptotic behavior of random FitzHugh-Nagumo systems driven by colored noise
- Invariant measures for a stochastic Fokker-Planck equation
- The Wong-Zakai approximations of invariant manifolds and foliations for stochastic evolution equations
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies
- Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes
- Advection-diffusion equation on a half-line with boundary Lévy noise
- The right time to sell a stock whose price is driven by Markovian noise
- Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation
- Wong-Zakai approximation and support theorem for SPDEs with locally monotone coefficients
- A stochastic model of IndoPacific sea surface temperature anomalies
- Ito versus Stratonovich
- A non-linear stochastic differential equation: Exact critical statics and dynamics
- Gaussian approximations of Brownian motion in a stochastic integral
- Wong-Zakai approximations for stochastic differential equations
- Bimodality in gene expression without feedback: from Gaussian white noise to log-normal coloured noise
- Continuous Wong-Zakai approximations of random attractors for quasi-linear equations with nonlinear noise
- Wong-Zakai approximations and center manifolds of stochastic differential equations
- The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
- 2D Euler equations with Stratonovich transport noise as a large-scale stochastic model reduction
- A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale
- Wong-Zakai approximations and attractors for stochastic wave equations driven by additive noise
- Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method
- Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space
- A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations
- Regularity of Wong-Zakai approximation for non-autonomous stochastic quasi-linear parabolic equation on \(\mathbb{R}^N\)
- The one-dimensional stochastic Keller-Segel model with time-homogeneous spatial Wiener processes
- Approximate dynamics of a class of stochastic wave equations with white noise
- Stochastic model reduction: convergence and applications to climate equations
- Time-dependent probability density function for general stochastic logistic population model with harvesting effort
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion
- Wong-Zakai approximations and pathwise dynamics of stochastic fractional lattice systems
- Wong-Zakai approximations and support theorems for stochastic McKean-Vlasov equations
- Wong-Zakai approximations of stochastic lattice systems driven by long-range interactions and multiplicative white noises
- Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory
- A note on supersymmetry and stochastic differential equations
- Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion
- A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
- A Wong-Zakai theorem for SDEs with singular drift
- On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients
- Deterministic homogenization under optimal moment assumptions for fast-slow systems. I
- Wong-Zakai approximation and support theorem for 2D and 3D stochastic convective Brinkman-Forchheimer equations
- Heat diffusion in a channel under white noise modeling of turbulence
- Continuity of random attractors on a topological space and fractional delayed Fitzhugh-Nagumo equations with WZ-noise
- Long term behavior of random Navier-Stokes equations driven by colored noise
- A support theorem for SLE curves
- Conjugate dynamics on center-manifolds for stochastic partial differential equations
- Existence of periodic solutions in distribution for stochastic Newtonian systems
- Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review
- Superdiffusive limits for deterministic fast-slow dynamical systems
- Wong-Zakai approximations and asymptotic behavior of stochastic Ginzburg-Landau equations
- Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations
- Higher-order Wong-Zakai approximations of stochastic reaction-diffusion equations on \(\mathbb{R}^N\)
- A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics
- On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
- Stationary approximations of inertial manifolds for stochastic retarded semilinear parabolic equations
- Mollifier approximation of Brownian motion in stochastic integral
- Another look into the Wong-zakai theorem for stochastic heat equation
- Iterated stochastic integrals in infinite dimensions: approximation and error estimates
- A Wong-Zakai approximation for random slow manifolds with application to parameter estimation
- Finite dimensional reducing and smooth approximating for a class of stochastic partial differential equations
- The discontinuous Galerkin method for stochastic differential equations driven by additive noises
- Piecewise linear approximation for the dynamical \(\Phi_3^4\) model
- Wong-Zakai approximations and long term behavior of stochastic partial differential equations
- Wong-Zakai type approximation of SPDEs of Lévy noise
- Approximate the dynamical behavior for stochastic systems by Wong-zakai approaching
- Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains
- Nonlinear stochastic position and attitude filter on the special Euclidean group 3
- Random attractors for Ginzburg-Landau equations driven by difference noise of a Wiener-like process
- Ornstein-Uhlenbeck limit for the velocity process of an N-particle system interacting stochastically
- Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem
- Transient stochastic response of quasi-partially integrable Hamiltonian systems
- On reflected Stratonovich stochastic differential equations
- Dynamical equations for optimal nonlinear filtering
- A sample treatment of Langevin-type stochastic differential equations
- Bayesian identification of nonlinear systems
- Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations
- High-order Wong-Zakai approximations for non-autonomous stochastic \(p\)-Laplacian equations on \(\mathbb{R}^N\)
- Collective stochastic dynamics of the Cucker-Smale ensemble under uncertain communication
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