On the gap between deterministic and stochastic ordinary differential equations
From MaRDI portal
Publication:1251429
DOI10.1214/aop/1176995608zbMath0391.60056OpenAlexW2035803586MaRDI QIDQ1251429
Publication date: 1978
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995608
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
Related Items (only showing first 100 items - show all)
Dynamical stability of random delayed FitzHugh–Nagumo lattice systems driven by nonlinear Wong–Zakai noise ⋮ Wong–Zakai approximations for the stochastic Landau–Lifshitz–Bloch equations ⋮ ENTROPY FLOW AND DE BRUIJN'S IDENTITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION ⋮ Global Solutions to Rough Differential Equations with Unbounded Vector Fields ⋮ Continuity of the Explosion Time in Stochastic Differential Equations ⋮ Wong–Zakai approximations of second-order stochastic lattice systems driven by additive white noise ⋮ Continuité par rapport a la trajectoire de l'observation du filtre assoclé a des systemes corrélés a coefficients de l'observation non bornés ⋮ Exponential stability of stochastic systems: A pathwise approach ⋮ Wong–Zakai approximations and limiting dynamics of stochastic Ginzburg–Landau equations ⋮ Riemann integration on complex brownian paths ⋮ Approximation for diffusion in random fields ⋮ Wong-Zakai approximations and attractors for non-autonomous stochastic FitzHugh-Nagumo system on unbounded domains ⋮ Wong–Zakai approximations for non-autonomous stochastic parabolic equations with X-elliptic operators in higher regular spaces ⋮ Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation ⋮ Numerical Attractors for Rough Differential Equations ⋮ An efficient Monte Carlo scheme for Zakai equations ⋮ Regularity of Wong-Zakai approximation for stochastic reaction-diffusion equation on \(\mathbb{R}^N\) ⋮ Global Well-Posedness and Regularity of Stochastic 3D Burgers Equation with Multiplicative Noise ⋮ Global dynamics of the \(2d\) NLS with white noise potential and generic polynomial nonlinearity ⋮ An efficient numerical algorithm for the model describing the competition between super- and sub-diffusions driven by fractional Brownian sheet noise ⋮ Mortensen observer for a class of variational inequalities – lost equivalence with stochastic filtering approaches ⋮ Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise ⋮ On the approximation of stochastic differential equations ⋮ Asymptotic dynamics of Young differential equations ⋮ Variational Principles on Geometric Rough Paths and the Lévy Area Correction ⋮ EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING ⋮ Normality and gap phenomena in optimal unbounded control ⋮ Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients ⋮ On the small time behavior of the nonlinear estimation problem for finite bandwidth signals ⋮ Smooth Random Functions, Random ODEs, and Gaussian Processes ⋮ A convergence result for stochastic partial differential equations ⋮ Stability and hierarchy of quasi-stationary states: financial markets as an example ⋮ Stationary approximations of stochastic wave equations on unbounded domains with critical exponents ⋮ On the generalized sample solutions of stochastic boundary value problems ⋮ Intrinsic random walks in Riemannian and sub-Riemannian geometry via volume sampling ⋮ Continuous Quantum Measurement: Local and Global Approaches ⋮ Adjoint processes in stochastic optimal control problems ⋮ Solving Random Ordinary Differential Equations on GPU Clusters using Multiple Levels of Parallelism ⋮ On a deterministic approach to the numerical solution of the SDE ⋮ Hypoellipticity theorems and conditional laws ⋮ An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise ⋮ The calculus of boundary processes ⋮ Integration by parts formulas concerning maxima of some SDEs with applications to study on density functions ⋮ Almost sure properties of controlled diffusions and worst case properties of deterministic systems ⋮ Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations ⋮ Modeling and Computation of Bose-Einstein Condensates: Stationary States, Nucleation, Dynamics, Stochasticity ⋮ Wong–Zakai approximations and long term behavior of stochastic FitzHugh–Nagumo system ⋮ Wong–Zakai approximations and attractors for stochastic degenerate parabolic equations on unbounded domains ⋮ The complexity of stochastic differential equations ⋮ Stabilité d'un type élémentaire d'équations diffé rentielles stochastiques à bruits vectoriesl ⋮ A random dynamical systems perspective on stochastic resonance ⋮ Modeling and approximation of stochastic differential equations driven by semimartingales† ⋮ Exact finite-dimensional filters for certain diffusions with nonlinear drift ⋮ Random attractors of FitzHugh–Nagumo systems driven by colored noise on unbounded domains ⋮ Forward integrals and SDE with fractal noise ⋮ Resolution trajectorielle et analyse numerique des equations differentielles stochastiques ⋮ Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems ⋮ Stochastic viscosity solutions for stochastic integral-partial differential equations ⋮ On explicit solutions to stochastic differential equations ⋮ Équations du filtrage non linéaire de la prédiction et du lissage ⋮ Approximate finite-dimensional filters for some nonlinear problems ⋮ Robust filtering of stochastic uncertain systems on an infinite time horizon ⋮ Asymptotic expansion of stochastic flows ⋮ A representation of solution of stochastic differential equations ⋮ Distribution of the time to explosion for one-dimensional diffusions ⋮ Effective hydraulic conductivity of nonstationary aquifers ⋮ Smooth approximation of stochastic differential equations ⋮ Some remarks on estimation algebras ⋮ Support theorem for jump processes. ⋮ Measurements of ordinary and stochastic differential equations. ⋮ Impulsive control systems without commutativity assumptions ⋮ Existence and uniqueness of solutions for the Schrödinger integrable boundary value problem ⋮ Constructing functions with prescribed pathwise quadratic variation ⋮ Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive ⋮ Existence and uniqueness for stochastic 2D Euler flows with bounded vorticity ⋮ Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions ⋮ A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I ⋮ Asymptotic behavior of random Navier-Stokes equations driven by Wong-Zakai approximations ⋮ Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations ⋮ Almost sure approximation of Wong-Zakai type for stochastic partial differential equations ⋮ Guaranteed cost LQG control for uncertain systems with a normalized coprime factor uncertainty structure ⋮ Averaging of semigroups associated to diffusion processes on a simplex ⋮ Stochastic flows and Taylor series ⋮ Deterministic and stochastic differential equations in infinite- dimensional spaces ⋮ Simultaneous time and chance discretization for stochastic differential equations ⋮ Estimation of the density of the solution of the robust Zakaï equation ⋮ Approximation of stochastic equations driven by predictable processes ⋮ Nonlinear systems with unbounded controls and state constraints: A problem of proper extension ⋮ Stochastic control with rough paths ⋮ Wong-Zakai approximations for stochastic differential equations ⋮ Geometrical and topological methods in optimal control theory ⋮ Asymptotic behavior of random FitzHugh-Nagumo systems driven by colored noise ⋮ Robust filtering: correlated noise and multidimensional observation ⋮ Operators associated with a stochastic differential equation driven by fractional Brownian motions ⋮ Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains ⋮ Stochastic problems of absolute stability ⋮ Variational principles for fluid dynamics on rough paths ⋮ Diffusion limit for many particles in a periodic stochastic acceleration field ⋮ A diffusion approximation theorem for a nonlinear PDE with application to random birefringent optical fibers
This page was built for publication: On the gap between deterministic and stochastic ordinary differential equations