Wong-Zakai approximations and center manifolds of stochastic differential equations

DOI10.1016/j.jde.2017.06.005zbMath1373.60104OpenAlexW2737333469MaRDI QIDQ2013919

Kening Lu, Jun Shen

Publication date: 10 August 2017

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2017.06.005

zbMATH Keywords

Brownian motionrandom dynamical systemscenter manifoldmultiplicative noiseWong-Zakai approximatins

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Invariant manifold theory for dynamical systems (37D10)

Related Items (30)

Wong–Zakai approximations for the stochastic Landau–Lifshitz–Bloch equations ⋮ Wong–Zakai approximations of second-order stochastic lattice systems driven by additive white noise ⋮ Wong-Zakai approximations and random attractors for non-autonomous stochastic lattice systems ⋮ High-order Wong-Zakai approximations for non-autonomous stochastic \(p\)-Laplacian equations on \(\mathbb{R}^N\) ⋮ Periodic solutions of stochastic functional differential equations with jumps via viability ⋮ Conjugate dynamics on center-manifolds for stochastic partial differential equations ⋮ Wong–Zakai approximations for non-autonomous stochastic parabolic equations with X-elliptic operators in higher regular spaces ⋮ Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients ⋮ Effective filtering for slow-fast systems via Wong-Zakai approximation ⋮ Limiting dynamics for fractional stochastic reaction-diffusion equations driven by a Wong–Zakai approximation process on Rn ⋮ Invariant manifolds and foliations for random differential equations driven by colored noise ⋮ Bi-spatial and Wong-Zakai approximations dynamics for fractional stochastic reaction-diffusion equations on \(\mathbb{R}^n\) ⋮ Tempered exponential dichotomies for linear random evolution equations ⋮ Persistence of \(C^1\) inertial manifolds under small random perturbations ⋮ Persistence of smooth manifolds for a non-autonomous coupled system under small random perturbations ⋮ Existence of periodic solutions in distribution for stochastic Newtonian systems ⋮ Wong-Zakai type approximations of rough random dynamical systems by smooth noise ⋮ Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations ⋮ The Wong-Zakai approximations of invariant manifolds and foliations for stochastic evolution equations ⋮ Smooth invariant manifolds for a randomly perturbed non-autonomous coupled system and their approximations ⋮ Stationary approximations of inertial manifolds for stochastic retarded semilinear parabolic equations ⋮ Stationary approximations of stochastic wave equations on unbounded domains with critical exponents ⋮ WONG-ZAKAI APPROXIMATIONS AND ATTRACTORS FOR FRACTIONAL STOCHASTIC REACTION-DIFFUSION EQUATIONS ON UNBOUNDED DOMAINS ⋮ Wong-Zakai approximations and attractors for stochastic wave equations driven by additive noise ⋮ Wong–Zakai approximations of the non-autonomous stochastic FitzHugh–Nagumo system on RN in higher regular spaces ⋮ Finite dimensional reducing and smooth approximating for a class of stochastic partial differential equations ⋮ Approximate dynamics of a class of stochastic wave equations with white noise ⋮ Wong–Zakai approximations and random attractors of non-autonomous stochastic discrete complex Ginzburg–Landau equations ⋮ Wong-Zakai approximations and pathwise dynamics of stochastic fractional lattice systems ⋮ Invariant foliations for stochastic partial differential equations with non-dense domain

Cites Work

• Smooth approximation of stochastic differential equations
• Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain
• An approximation scheme for reflected stochastic differential equations
• Invariant manifolds for flows in Banach spaces
• Chaotic behavior in differential equations driven by a Brownian motion
• On approximate continuity and the support of reflected stochastic differential equations
• On Wong-Zakai approximation of stochastic differential equations
• Approximations of solutions of stochastic differential equations driven by semimartingales
• On weak convergence of sequences of continuous local martingales
• Center manifolds and contractions on a scale of Banach spaces
• Geometric theory of semilinear parabolic equations
• Applications of centre manifold theory
• Weak limit theorems for stochastic integrals and stochastic differential equations
• Convex analysis and measurable multifunctions
• A class of approximations of Brownian motion
• On the gap between deterministic and stochastic ordinary differential equations
• A random fixed point theorem and the random graph transformation
• Invariant manifolds for stochastic partial differential equations.
• Smooth stable and unstable manifolds for stochastic evolutionary equations
• The stable manifold theorem for stochastic differential equations
• On the relation between ordinary and stochastic differential equations
• Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
• On reflected Stratonovich stochastic differential equations
• The stable, center-stable, center, center-unstable, unstable manifolds
• Heteroclinic chaotic behavior driven by a Brownian motion
• C^k centre unstable manifolds
• An interpretation of stochastic differential equations as ordinary differential equations which depend on the sample point
• Wong-zaksi approximations for reflecting stochastic differential equations
• The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• Probleme General de la Stabilite du Mouvement. (AM-17)
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Wong-Zakai approximations and center manifolds of stochastic differential equations