scientific article; zbMATH DE number 5356340

zbMATH Open1213.60104MaRDI QIDQ3533482FDOQ3533482

Wilfried Grecksch

Publication date: 23 October 2008

Title of this publication is not available (Why is that?)

Recommendations

• Wong-Zakai type approximations for stochastic differential equations driven by a fractional Brownian motion
• Wong-Zakai approximations for stochastic differential equations
• On Wong-Zakai approximation of stochastic differential equations
• Wong-Zakai approximations and long term behavior of stochastic partial differential equations
• Wong-Zakai approximations of stochastic evolution equations
• Wong-Zakai approximations with convergence rate for stochastic partial differential equations
• Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
• Wong-zaksi approximations for reflecting stochastic differential equations

zbMATH Keywords

fractional noisesmooth approximationinfinite dimensional fractional Brownian motionmild formulation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic analysis (60H99)

Cited In (1)

• Wong--Zakai Approximations of Stochastic Allen-Cahn Equation

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3533482)