Wong-Zakai approximations for stochastic differential equations

DOI10.1007/BF00047670zbMATH Open0860.60041MaRDI QIDQ1914901FDOQ1914901

Authors: Krystyna Twardowska 

Publication date: 21 April 1997

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

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zbMATH Keywords

survey paperNavier-Stokes equationWong-Zakai approximationsapproximation of stochastic delay equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Navier-Stokes equations (35Q30) Stochastic functional-differential equations (34K50) PDEs with randomness, stochastic partial differential equations (35R60) Approximation by polynomials (41A10) Stochastic integrals (60H05)

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Cited In (56)

• Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise
• Binary robustness of random attractors for 2D-Ginzburg-Landau equations with Wong-Zakai noise
• Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
• Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation
• Wong-Zakai approximation for a stochastic 2D Cahn-Hilliard-Navier-Stokes model
• Wong-Zakai approximation of stochastic Volterra integral equations
• Probabilistic limiting behavior of stochastic inertial manifolds for a class of SPDEs
• On stochastic response of fractional-order generalized birhythmic van der Pol oscillator subjected to delayed feedback displacement and Gaussian white noise excitation
• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• Wong-Zakai approximations and center manifolds of stochastic differential equations
• Split-step \({\theta}\)-method for stochastic delay differential equations
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