Wong-Zakai approximations for stochastic differential equations
From MaRDI portal
Publication:1914901
survey paperNavier-Stokes equationWong-Zakai approximationsapproximation of stochastic delay equations
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)
Recommendations
Cites work
- scientific article; zbMATH DE number 1577097 (Why is no real title available?)
- scientific article; zbMATH DE number 3646080 (Why is no real title available?)
- scientific article; zbMATH DE number 3649253 (Why is no real title available?)
- scientific article; zbMATH DE number 3913389 (Why is no real title available?)
- scientific article; zbMATH DE number 3936125 (Why is no real title available?)
- scientific article; zbMATH DE number 4036846 (Why is no real title available?)
- scientific article; zbMATH DE number 4050663 (Why is no real title available?)
- scientific article; zbMATH DE number 4086848 (Why is no real title available?)
- scientific article; zbMATH DE number 3729205 (Why is no real title available?)
- scientific article; zbMATH DE number 3744234 (Why is no real title available?)
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 16922 (Why is no real title available?)
- scientific article; zbMATH DE number 19293 (Why is no real title available?)
- scientific article; zbMATH DE number 47670 (Why is no real title available?)
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 108071 (Why is no real title available?)
- scientific article; zbMATH DE number 3457949 (Why is no real title available?)
- scientific article; zbMATH DE number 3483312 (Why is no real title available?)
- scientific article; zbMATH DE number 3560487 (Why is no real title available?)
- scientific article; zbMATH DE number 3597223 (Why is no real title available?)
- scientific article; zbMATH DE number 474424 (Why is no real title available?)
- scientific article; zbMATH DE number 503097 (Why is no real title available?)
- scientific article; zbMATH DE number 679781 (Why is no real title available?)
- scientific article; zbMATH DE number 3438157 (Why is no real title available?)
- scientific article; zbMATH DE number 194968 (Why is no real title available?)
- scientific article; zbMATH DE number 202506 (Why is no real title available?)
- scientific article; zbMATH DE number 4120104 (Why is no real title available?)
- scientific article; zbMATH DE number 3444544 (Why is no real title available?)
- scientific article; zbMATH DE number 794187 (Why is no real title available?)
- scientific article; zbMATH DE number 3429996 (Why is no real title available?)
- scientific article; zbMATH DE number 227611 (Why is no real title available?)
- scientific article; zbMATH DE number 3263592 (Why is no real title available?)
- scientific article; zbMATH DE number 3388297 (Why is no real title available?)
- A New Representation for Stochastic Integrals and Equations
- A Wong-Zakai-type theorem for certain discontinuous semimartingales
- A class of approximations of Brownian motion
- A convergence result for stochastic partial differential equations
- An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise
- An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations
- An approximation theorem of wong-zakai type for nonlinear stochastic partial differential equations
- An asymptotically efficient difference formula for solving stochastic differential equations
- An efficient approximation for stochastic differential equations on the partition ofsymmetricalirst
- An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces
- Approximate solutions for a class of delay stochastic differential equations
- Approximation of First Exit Times of Diffusions and Approximate Solution of Parabolic Equations
- Approximation of nonlinear evolution systems
- Approximation of semi-groups of operators
- Approximations for stochastic differential equations with reflecting convex boundaries
- Approximations of solutions of stochastic differential equations driven by semimartingales
- Continuous Markov processes and stochastic equations
- Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
- Discretization and simulation of stochastic differential equations
- Discretization of the Wiener-process in difference-methods for stochastic differential equations
- Equations aux dérivées partielles stochastiques non linéaires. I
- Equations stochastiques du type Navier-Stokes
- Gaussian approximations of Brownian motion in a stochastic integral
- Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides
- Modeling and approximation of stochastic differential equations driven by semimartingales†
- Numerical Integration of Multiplicative-Noise Stochastic Differential Equations
- Numerical integration of stochastic differential equations.
- ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
- ON THE RELATION BETWEEN THE STRATONOVICH AND ITO INTEGRALS WITH INTEGRANDS OF DELAYED ARGUMENT
- On Decomposition of Generators
- On Wong-Zakai approximation of stochastic differential equations
- On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
- On polygonal approximation of brownian motion in stochastic integral
- On stationary solutions of a stochastic differential equation
- On stochastic evolution equations driven by continuous semimartingales
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- On the Evolution of the State of Linear Differential Delay Equations in M2: Properties of the Generator
- On the approximation of stochastic differential equations
- On the approximation of stochastic partial differential equations i
- On the gap between deterministic and stochastic ordinary differential equations
- On the solution of stochastic ordinary differential equations via small delays
- On the successive approximation of solutions of stochastic differential equations
- Probability methods for approximations in stochastic control and for elliptic equations
- Rate of convergence of an approximate solution of stochastic differential equations
- Resolution trajectorielle et analyse numerique des equations differentielles stochastiques
- Riemann-Stieltjes approximations of stochastic integrals
- Robustness analysis for stochastic approximation algorithms
- Second-order discretization schemes of stochastic differential systems for the computation of the invariant law
- Semigroups of linear operators and applications to partial differential equations
- Smoothing properties of transition semigroups in hilbert spaces
- Some properties of mild solutions of delay stochastic evolution equations
- Spline approximations for functional differential equations
- Stability of strong solutions of stochastic differential equations
- Stochastic Navier-Stokes equations
- Stochastic approximation algorithms for parallel and distributed processing
- Stochastic differential equations with jump reflection at the boundary
- Stochastic partial differential equations and filtering of diffusion processes
- Stratonovich stochastic differential equations driven by general semimartingales
- Symmetric stochastic integrals and their approximations
- The approximation of stochastic partial differential equations and applications in nonlinear filtering
- Theory of functional differential equations. 2nd ed
- Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations
- Weak limit theorems for stochastic integrals and stochastic differential equations
- approximation for the solutions of stochastic differential equations. iii. jointly weak convergence
Cited in
(56)- Converging multistep schemes for weak solutions of quantum stochastic differential equations
- 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
- Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise
- Split-step \({\theta}\)-method for stochastic delay differential equations
- Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations
- Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains
- Measurements of ordinary and stochastic differential equations.
- Conjugate dynamics on center-manifolds for stochastic partial differential equations
- Binary robustness of random attractors for 2D-Ginzburg-Landau equations with Wong-Zakai noise
- Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes
- Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes. II: Irreversibility, norms and entropies
- Space-time transport schemes and homogenization: II. Extension of the theory and applications
- Travelling waves for reaction-diffusion equations forced by translation invariant noise
- Wong-Zakai approximations with convergence rate for stochastic partial differential equations
- 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
- Random attractors for Ginzburg-Landau equations driven by difference noise of a Wiener-like process
- Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation
- Wong-Zakai type approximation of SPDEs of Lévy noise
- Piecewise linear approximation for the dynamical \(\Phi_3^4\) model
- Wong-Zakai approximations and attractors for stochastic degenerate parabolic equations on unbounded domains
- Wong-Zakai approximations and attractors for non-autonomous stochastic Fitzhugh-Nagumo system on unbounded domains
- A Wong-Zakai theorem for SDEs with singular drift
- Wong-Zakai approximations and long term behavior of stochastic partial differential equations
- 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
- scientific article; zbMATH DE number 202506 (Why is no real title available?)
- scientific article; zbMATH DE number 7455891 (Why is no real title available?)
- Non-random Invariant Sets for Some Systems of Parabolic Stochastic Partial Differential Equations
- Wick–Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations
- Nonintrusive polynomial chaos expansions for sensitivity analysis in stochastic differential equations
- Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation
- Feynman-Kac representation for the parabolic Anderson model driven by fractional noise
- Wong–Zakai approximations for the stochastic Landau–Lifshitz–Bloch equations
- Wong-Zakai approximations and long term behavior of stochastic FitzHugh-Nagumo system
- Wong-Zakai approximation and support theorem for SPDEs with locally monotone coefficients
- Wong--Zakai Approximations of Stochastic Allen-Cahn Equation
- Superprocesses over a stochastic flow
- 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
- First exit times of solutions of stochastic differential equations driven by multiplicative Lévy noise with heavy tails
- Wong-Zakai approximations and limiting dynamics of stochastic Ginzburg-Landau equations
- Wong-Zakai approximation for a stochastic 2D Cahn-Hilliard-Navier-Stokes model
- A Wong–Zakai type approximation for two-parameter processes1
- On the positivity of solutions of systems of stochastic PDEs
- Wong-Zakai approximations and asymptotic behavior of stochastic Ginzburg-Landau equations
- Wong-Zakai approximation of stochastic Volterra integral equations
- Stochastic two-dimensional hydrodynamical systems: Wong-Zakai approximation and support theorem
- scientific article; zbMATH DE number 5356340 (Why is no real title available?)
- Wong-Zakai type approximations of rough random dynamical systems by smooth noise
- Probabilistic limiting behavior of stochastic inertial manifolds for a class of SPDEs
- Rough path stability of (semi-)linear SPDEs
- Forward invariance and Wong-Zakai approximation for stochastic moving boundary problems
- Wong-Zakai approximation and support theorem for 2D and 3D stochastic convective Brinkman-Forchheimer equations
- A Wong-Zakai approximation for random slow manifolds with application to parameter estimation
- The Wong-Zakai approximations of invariant manifolds and foliations for stochastic evolution equations
This page was built for publication: Wong-Zakai approximations for stochastic differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1914901)
