Publication:3886596
From MaRDI portal
zbMath0443.60051MaRDI QIDQ3886596
Publication date: 1978
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G44: Martingales with continuous parameter
34F05: Ordinary differential equations and systems with randomness
Related Items
On Wong-Zakai approximation of stochastic differential equations, Convergence in probability for perturbed stochastic integral equations, Integral of differential forms along the path of diffusion processes, Finite dimensional approximations to Wiener measure and path integral formulas on manifolds, Almost sure approximation of Wong-Zakai type for stochastic partial differential equations, An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations, An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces