On the approximation of stochastic partial differential equations II

DOI10.1080/17442508908833554zbMATH Open0669.60059OpenAlexW4240730748MaRDI QIDQ3822945FDOQ3822945

István Gyöngy

Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833554

zbMATH Keywords

Sobolev spacessemimartingalesnonlinear filtering of diffusion processesproblem of robustness

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited In (29)

• Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac
• The approximation of a Crank-Nicolson scheme for the stochastic Navier-Stokes equations
• Wong-Zakai approximations and attractors for non-autonomous stochastic FitzHugh-Nagumo system on unbounded domains
• From additive to transport noise in 2D fluid dynamics
• Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains
• Effective filtering for slow-fast systems via Wong-Zakai approximation
• Conjugate dynamics on center-manifolds for stochastic partial differential equations
• The approximation of stochastic partial differential equations and applications in nonlinear filtering
• Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes
• Asymptotic behavior of random Navier-Stokes equations driven by Wong-Zakai approximations
• ANOTHER APPROACH TO SOME ROUGH AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
• Heat diffusion in a channel under white noise modeling of turbulence
• Title not available (Why is that?)
• Wong-Zakai approximations and long term behavior of stochastic partial differential equations
• Title not available (Why is that?)
• Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space
• Approximative approaches to a stochastic partial differential equation by point systems
• Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations
• Wong-Zakai approximation for a stochastic 2D Cahn-Hilliard-Navier-Stokes model
• Wong-Zakai approximations and asymptotic behavior of stochastic Ginzburg-Landau equations
• High-order Wong-Zakai approximations for non-autonomous stochastic \(p\)-Laplacian equations on \(\mathbb{R}^N\)
• Stochastic partial differential equations in continuum physics - on the foundations of the stochastic interpolation method for Ito's type equations
• Approximation theorems based on random partitions for stochastic differential equation and their applications
• Probabilistic limiting behavior of stochastic inertial manifolds for a class of SPDEs
• Wong–Zakai approximations of the non-autonomous stochastic FitzHugh–Nagumo system on RN in higher regular spaces
• Solution properties of a 3D stochastic Euler fluid equation
• 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

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